-20.4%
Z vs BWA
+51.7%
-72.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.9% |
| 7D | -4.6% | -5.5% | +0.9% | -3.7% |
| 30D | +8.3% | -21.7% | +30.0% | +12.4% |
| 3M | -11.6% | -25.6% | +14.0% | -7.8% |
| 6M | -33.6% | -17.4% | -16.2% | -33.0% |
| YTD | -56.7% | +9.2% | -65.9% | -62.1% |
| 1Y | -59.1% | +9.7% | -68.9% | -64.4% |
| 3Y | -20.4% | +54.6% | -75.0% | -44.9% |
| All | -20.4% | +51.7% | -72.1% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling