+485.5%
ZS vs BBWI
-17.9%
+503.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -5.2% | -4.5% | -0.7% | -4.4% |
| 30D | -15.5% | +17.1% | -32.6% | -18.1% |
| 3M | +9.0% | +17.5% | -8.5% | +5.1% |
| 6M | +32.2% | +12.8% | +19.4% | +26.2% |
| YTD | -14.1% | +8.2% | -22.2% | -18.1% |
| 1Y | -39.1% | -1.8% | -37.3% | -41.3% |
| 3Y | +10.4% | -25.8% | +36.1% | +8.6% |
| 5Y | -44.6% | -68.0% | +23.4% | -39.0% |
| All | +485.5% | -17.9% | +503.5% | +594.4% |
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