+423.9%
ZBRA vs BWA
+156.8%
+267.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.8% |
| 30D | -7.4% | -2.9% | -4.5% | -6.2% |
| 3M | +57.5% | -10.7% | +68.2% | +64.9% |
| 6M | +64.0% | +26.5% | +37.5% | +44.5% |
| YTD | +44.3% | +49.1% | -4.8% | +14.9% |
| 1Y | +10.9% | +52.1% | -41.2% | -12.8% |
| 3Y | +37.5% | +72.6% | -35.0% | -0.8% |
| 5Y | -39.7% | +89.4% | -129.1% | -59.2% |
| All | +423.9% | +156.8% | +267.1% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling