-40.8%
ZBRA vs BWA
+86.5%
-127.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | -10.2% | -5.5% | -4.7% | -7.8% |
| 3M | +58.7% | -7.6% | +66.3% | +63.8% |
| 6M | +61.9% | +25.0% | +36.9% | +41.4% |
| YTD | +41.7% | +47.0% | -5.3% | +9.8% |
| 1Y | +12.4% | +54.0% | -41.6% | -15.6% |
| 3Y | +34.2% | +70.7% | -36.5% | -8.8% |
| 5Y | -40.8% | +86.7% | -127.4% | -64.2% |
| All | -40.8% | +86.5% | -127.3% | -64.2% |
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