+55.9%
BWA vs ZCMD
-99.9%
+155.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.5% | +2.8% |
| 7D | +5.7% | -8.0% | +13.7% | +5.8% |
| 30D | +1.4% | -27.9% | +29.3% | +1.8% |
| 3M | -12.1% | -74.6% | +62.5% | -12.7% |
| 6M | +28.6% | -99.5% | +128.0% | +28.8% |
| YTD | +51.1% | -99.7% | +150.8% | +54.8% |
| 1Y | +55.9% | -99.9% | +155.8% | +70.8% |
| All | +55.9% | -99.9% | +155.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling