-16.1%
Z vs BWA
+84.4%
-100.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.5% |
| 7D | -4.6% | -5.5% | +0.9% | -2.3% |
| 30D | +8.3% | -21.7% | +30.0% | +19.3% |
| 3M | -11.6% | -25.6% | +14.0% | -1.3% |
| 6M | -33.6% | -17.4% | -16.2% | -30.6% |
| YTD | -56.7% | +9.2% | -65.9% | -62.3% |
| 1Y | -59.1% | +9.7% | -68.9% | -64.6% |
| 3Y | -20.4% | +54.6% | -75.0% | -43.4% |
| 5Y | -55.3% | +26.8% | -82.0% | -66.0% |
| All | -16.1% | +84.4% | -100.5% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling