-16.0%
Z vs BWA
+95.2%
-111.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.7% |
| 7D | -6.5% | -2.4% | -4.0% | -5.5% |
| 30D | -0.1% | -17.7% | +17.6% | +7.9% |
| 3M | -14.1% | -27.0% | +12.9% | -3.2% |
| 6M | -30.1% | -17.3% | -12.7% | -26.6% |
| YTD | -57.5% | +12.9% | -70.4% | -63.6% |
| 1Y | -60.3% | +12.9% | -73.2% | -66.0% |
| 3Y | -21.0% | +62.1% | -83.1% | -45.2% |
| 5Y | -54.9% | +30.7% | -85.6% | -66.2% |
| 10Y | -16.0% | +89.2% | -105.2% | -56.1% |
| All | -16.0% | +95.2% | -111.2% | -56.1% |
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