-40.7%
ZS vs BBWI
-68.8%
+28.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.3% | +8.9% | +4.3% |
| 7D | -3.8% | -4.4% | +0.6% | -2.8% |
| 30D | -6.0% | -7.4% | +1.4% | -4.4% |
| 3M | +32.0% | -2.2% | +34.2% | +31.4% |
| 6M | +2.1% | -16.3% | +18.4% | +3.6% |
| YTD | -26.2% | -9.1% | -17.0% | -27.6% |
| 1Y | -41.2% | -34.5% | -6.6% | -36.6% |
| 3Y | +3.3% | -47.0% | +50.3% | +9.7% |
| 5Y | -40.7% | -68.8% | +28.1% | -13.4% |
| All | -40.7% | -68.8% | +28.1% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling