+78.9%
ZTS vs BWA
+92.6%
-13.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -7.4% | +1.7% | -9.1% | -7.7% |
| 30D | +9.9% | -14.6% | +24.5% | +13.5% |
| 3M | +10.3% | -26.2% | +36.6% | +17.3% |
| 6M | +9.2% | -18.4% | +27.6% | +12.5% |
| YTD | -32.9% | +14.7% | -47.6% | -37.1% |
| 1Y | -29.7% | +13.3% | -43.1% | -33.9% |
| 3Y | -49.0% | +64.7% | -113.7% | -57.1% |
| 5Y | -59.3% | +32.2% | -91.4% | -64.8% |
| 10Y | +78.9% | +96.8% | -17.8% | +27.8% |
| All | +78.9% | +92.6% | -13.6% | +27.8% |
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