-58.7%
Z vs BWA
+59.1%
-117.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -1.5% |
| 7D | -3.0% | +5.7% | -8.7% | -1.8% |
| 30D | -4.2% | +1.4% | -5.6% | -3.9% |
| 3M | -3.7% | -12.1% | +8.4% | -5.5% |
| 6M | -24.5% | +28.6% | -53.1% | -19.7% |
| YTD | -49.3% | +51.1% | -100.4% | -49.0% |
| 1Y | -58.7% | +55.9% | -114.5% | -60.0% |
| All | -58.7% | +59.1% | -117.7% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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