-40.7%
ZS vs BWA
+89.5%
-130.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | -3.8% | +0.1% | -4.0% | -3.9% |
| 30D | -6.0% | -5.6% | -0.4% | -4.6% |
| 3M | +32.0% | -10.7% | +42.7% | +35.7% |
| 6M | +2.1% | +23.2% | -21.0% | -7.8% |
| YTD | -26.2% | +46.0% | -72.1% | -39.6% |
| 1Y | -41.2% | +51.2% | -92.3% | -52.8% |
| 3Y | +3.3% | +69.6% | -66.2% | -24.2% |
| 5Y | -40.7% | +86.6% | -127.3% | -63.2% |
| All | -40.7% | +89.5% | -130.2% | -63.2% |
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