-49.6%
ZTS vs BWA
+59.1%
-108.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.7% |
| 7D | -2.0% | +5.7% | -7.6% | -2.2% |
| 30D | +1.9% | +1.4% | +0.5% | +1.8% |
| 3M | -4.0% | -12.1% | +8.1% | -2.8% |
| 6M | -39.1% | +28.6% | -67.7% | -41.4% |
| YTD | -38.8% | +51.1% | -89.9% | -44.3% |
| 1Y | -49.6% | +55.9% | -105.4% | -55.2% |
| All | -49.6% | +59.1% | -108.6% | -55.2% |
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 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