+24.7%
Z vs BWA
+82.3%
-57.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -3.2% |
| 7D | -3.0% | +5.7% | -8.7% | -5.2% |
| 30D | -4.2% | +1.4% | -5.6% | -5.1% |
| 3M | -3.7% | -12.1% | +8.4% | +0.2% |
| 6M | -24.5% | +28.6% | -53.1% | -34.1% |
| YTD | -49.3% | +51.1% | -100.4% | -60.9% |
| 1Y | -58.7% | +55.9% | -114.5% | -68.7% |
| 3Y | -34.1% | +70.1% | -104.3% | -53.5% |
| 5Y | -64.5% | +90.7% | -155.2% | -76.9% |
| 10Y | -0.5% | +154.0% | -154.5% | -51.6% |
| All | +24.7% | +82.3% | -57.7% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling