+414.5%
ZS vs BBWI
-24.1%
+438.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.0% |
| 7D | -7.8% | +1.5% | -9.3% | -8.1% |
| 30D | +5.0% | -5.2% | +10.2% | +5.8% |
| 3M | +25.5% | +11.1% | +14.4% | +22.4% |
| 6M | +8.7% | -13.4% | +22.1% | +9.1% |
| YTD | -24.5% | +0.1% | -24.6% | -26.6% |
| 1Y | -36.7% | -36.1% | -0.6% | -33.3% |
| 3Y | +7.2% | -44.1% | +51.3% | +12.0% |
| 5Y | -40.9% | -66.2% | +25.3% | -34.6% |
| All | +414.5% | -24.1% | +438.6% | +522.2% |
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