+395.4%
ZS vs BWA
+67.8%
+327.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.7% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | -8.4% | -5.5% | -3.0% | -7.4% |
| 3M | +31.1% | -7.6% | +38.7% | +32.8% |
| 6M | +4.4% | +25.0% | -20.6% | -2.9% |
| YTD | -27.3% | +47.0% | -74.3% | -36.2% |
| 1Y | -41.4% | +54.0% | -95.4% | -49.2% |
| 3Y | +1.7% | +70.7% | -69.0% | -16.5% |
| 5Y | -39.6% | +86.7% | -126.3% | -52.4% |
| All | +395.4% | +67.8% | +327.6% | +283.7% |
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