-58.7%
ZTS vs BWA
+72.9%
-131.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.7% |
| 7D | -4.8% | +4.3% | -9.1% | -5.3% |
| 30D | +1.2% | -2.9% | +4.1% | +1.6% |
| 3M | -6.0% | -12.4% | +6.4% | -4.3% |
| 6M | -38.7% | +28.6% | -67.3% | -41.9% |
| YTD | -40.6% | +48.2% | -88.8% | -45.9% |
| 1Y | -50.6% | +50.9% | -101.5% | -55.3% |
| 3Y | -58.7% | +72.2% | -130.9% | -65.1% |
| All | -58.7% | +72.9% | -131.6% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling