+55.5%
ZTS vs BWA
+153.1%
-97.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | -3.3% | -5.5% | +2.2% | -2.2% |
| 3M | -9.7% | -7.6% | -2.1% | -8.6% |
| 6M | -38.8% | +25.0% | -63.8% | -42.7% |
| YTD | -41.2% | +47.0% | -88.1% | -47.5% |
| 1Y | -50.3% | +54.0% | -104.3% | -56.2% |
| 3Y | -59.1% | +70.7% | -129.8% | -65.7% |
| 5Y | -62.8% | +86.7% | -149.4% | -70.1% |
| All | +55.5% | +153.1% | -97.6% | +9.0% |
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