-59.1%
Z vs BWA
+10.1%
-69.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -1.8% |
| 7D | -4.6% | -5.5% | +0.9% | -5.8% |
| 30D | +8.3% | -21.7% | +30.0% | +2.2% |
| 3M | -11.6% | -25.6% | +14.0% | -17.7% |
| 6M | -33.6% | -17.4% | -16.2% | -35.6% |
| YTD | -56.7% | +9.2% | -65.9% | -57.3% |
| 1Y | -59.1% | +9.7% | -68.9% | -59.7% |
| All | -59.1% | +10.1% | -69.2% | -59.7% |
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