+403.3%
ZS vs BBWI
-31.1%
+434.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.3% | +8.9% | +3.7% |
| 7D | -3.8% | -4.4% | +0.6% | -3.1% |
| 30D | -6.0% | -7.4% | +1.4% | -4.9% |
| 3M | +32.0% | -2.2% | +34.2% | +31.7% |
| 6M | +2.1% | -16.3% | +18.4% | +3.1% |
| YTD | -26.2% | -9.1% | -17.0% | -26.9% |
| 1Y | -41.2% | -34.5% | -6.6% | -38.4% |
| 3Y | +3.3% | -47.0% | +50.3% | +8.8% |
| 5Y | -40.7% | -68.8% | +28.1% | -33.3% |
| All | +403.3% | -31.1% | +434.4% | +519.3% |
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