-31.6%
ZS vs BWA
+17.4%
-49.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.9% |
| 7D | -12.3% | -9.9% | -2.4% | -14.4% |
| 30D | +11.2% | -16.4% | +27.6% | +6.6% |
| 3M | +37.5% | -19.8% | +57.3% | +31.1% |
| 6M | +57.8% | -10.0% | +67.8% | +52.5% |
| YTD | -0.2% | +12.7% | -13.0% | -8.8% |
| 1Y | -31.6% | +15.7% | -47.3% | -38.1% |
| All | -31.6% | +17.4% | -49.0% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling