+414.5%
ZS vs BWA
+72.5%
+342.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.1% |
| 7D | -7.8% | +5.7% | -13.5% | -8.9% |
| 30D | +5.0% | +1.4% | +3.6% | +4.7% |
| 3M | +25.5% | -12.1% | +37.6% | +28.5% |
| 6M | +8.7% | +28.6% | -19.9% | +0.5% |
| YTD | -24.5% | +51.1% | -75.6% | -34.1% |
| 1Y | -36.7% | +55.9% | -92.6% | -45.3% |
| 3Y | +7.2% | +70.1% | -62.9% | -11.8% |
| 5Y | -40.9% | +90.7% | -131.6% | -53.7% |
| All | +414.5% | +72.5% | +342.0% | +296.2% |
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 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