+9.2%
Z vs BBWI
-50.1%
+59.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.2% | -4.4% | -8.9% |
| 7D | -2.3% | -3.1% | +0.8% | -1.1% |
| 30D | +9.4% | +23.1% | -13.8% | +3.5% |
| 3M | -16.1% | +7.3% | -23.4% | -18.0% |
| 6M | -30.4% | +22.6% | -53.0% | -35.1% |
| YTD | -55.6% | +13.3% | -68.9% | -58.2% |
| 1Y | -58.5% | -2.6% | -55.9% | -59.9% |
| 3Y | -19.6% | -25.9% | +6.3% | -19.4% |
| 5Y | -54.1% | -66.7% | +12.6% | -45.0% |
| 10Y | -12.1% | -41.6% | +29.5% | -30.9% |
| All | +9.2% | -50.1% | +59.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling