+483.2%
ZS vs BWA
+30.0%
+453.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.6% | +4.3% | -6.9% | -3.5% |
| 30D | -12.8% | -13.0% | +0.2% | -10.4% |
| 3M | +2.3% | -24.8% | +27.1% | +7.8% |
| 6M | +26.3% | -23.5% | +49.8% | +31.1% |
| YTD | -14.4% | +13.8% | -28.3% | -21.2% |
| 1Y | -37.6% | +13.4% | -51.1% | -42.6% |
| 3Y | +8.0% | +62.8% | -54.7% | -11.6% |
| 5Y | -44.9% | +28.5% | -73.3% | -53.8% |
| All | +483.2% | +30.0% | +453.3% | +373.6% |
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