+57.6%
ZM vs BBWI
+23.1%
+34.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | 0.0% |
| 7D | +10.0% | -4.5% | +14.5% | +10.6% |
| 30D | -0.5% | +17.1% | -17.6% | -2.5% |
| 3M | -7.1% | +17.5% | -24.5% | -9.3% |
| 6M | -5.1% | +12.8% | -17.9% | -7.4% |
| YTD | +13.2% | +8.2% | +5.1% | +10.2% |
| 1Y | +15.3% | -1.8% | +17.2% | +13.0% |
| 3Y | +57.4% | -25.8% | +83.2% | +56.7% |
| 5Y | -61.7% | -68.0% | +6.3% | -61.3% |
| All | +57.6% | +23.1% | +34.5% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling