+82.8%
BWA vs ZCMD
-100.0%
+182.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -0.1% | -2.0% | +2.0% | 0.0% |
| 30D | -5.5% | -19.8% | +14.3% | -5.3% |
| 3M | -7.6% | -62.1% | +54.5% | -8.3% |
| 6M | +25.0% | -99.5% | +124.5% | +24.9% |
| YTD | +47.0% | -99.7% | +146.7% | +47.4% |
| 1Y | +54.0% | -99.9% | +153.9% | +55.2% |
| 3Y | +70.7% | -100.0% | +170.7% | +72.2% |
| All | +82.8% | -100.0% | +182.8% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling