-54.1%
Z vs BWA
+22.8%
-76.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.7% | -5.0% | -8.7% |
| 7D | -2.3% | -10.8% | +8.6% | +1.7% |
| 30D | +9.4% | -25.0% | +34.3% | +20.6% |
| 3M | -16.1% | -28.6% | +12.5% | -6.3% |
| 6M | -30.4% | -16.6% | -13.9% | -28.5% |
| YTD | -55.6% | +6.3% | -61.9% | -61.8% |
| 1Y | -58.5% | +7.2% | -65.7% | -64.6% |
| 3Y | -19.6% | +48.2% | -67.8% | -45.1% |
| 5Y | -54.1% | +23.4% | -77.6% | -69.9% |
| All | -54.1% | +22.8% | -76.9% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling