+22.2%
Z vs BWA
+36.1%
-13.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.5% | +12.0% | +10.4% |
| 7D | +10.2% | -9.9% | +20.1% | +14.6% |
| 30D | +23.7% | -16.4% | +40.0% | +32.3% |
| 3M | -6.6% | -19.8% | +13.3% | +0.9% |
| 6M | -23.0% | -10.0% | -13.0% | -22.4% |
| YTD | -50.3% | +12.7% | -63.1% | -57.2% |
| 1Y | -53.6% | +15.7% | -69.2% | -60.5% |
| 3Y | -10.1% | +57.1% | -67.2% | -35.6% |
| 5Y | -49.8% | +31.8% | -81.6% | -61.9% |
| 10Y | -1.6% | +95.1% | -96.7% | -47.0% |
| All | +22.2% | +36.1% | -13.9% | -21.9% |
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 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