+3,994.0%
ZBRA vs BWA
+3,424.3%
+569.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.1% |
| 7D | +2.6% | +4.3% | -1.7% | +1.0% |
| 30D | -6.4% | -2.9% | -3.5% | -5.4% |
| 3M | +51.3% | -12.4% | +63.7% | +58.1% |
| 6M | +60.5% | +28.6% | +31.9% | +44.5% |
| YTD | +45.2% | +48.2% | -3.0% | +22.3% |
| 1Y | +12.3% | +50.9% | -38.6% | -6.2% |
| 3Y | +37.5% | +72.2% | -34.6% | +8.1% |
| 5Y | -39.2% | +91.1% | -130.3% | -54.3% |
| 10Y | +417.0% | +144.0% | +273.0% | +238.0% |
| All | +3,994.0% | +3,424.3% | +569.7% | +994.1% |
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