+170.4%
BWA vs ZCMD
-100.0%
+270.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | +4.3% | -1.4% | +5.7% | +4.3% |
| 30D | -2.9% | -21.6% | +18.7% | -2.7% |
| 3M | -12.4% | -67.4% | +54.9% | -13.2% |
| 6M | +28.6% | -99.4% | +128.0% | +31.8% |
| YTD | +48.2% | -99.7% | +148.0% | +53.8% |
| 1Y | +50.9% | -99.9% | +150.8% | +58.6% |
| 3Y | +72.2% | -100.0% | +172.1% | +89.1% |
| 5Y | +91.1% | -100.0% | +191.1% | +109.7% |
| All | +170.4% | -100.0% | +270.4% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling