+174.6%
ZTS vs BWA
+146.7%
+27.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | -2.0% | +5.7% | -7.6% | -3.2% |
| 30D | +1.9% | +1.4% | +0.5% | +1.4% |
| 3M | -4.0% | -12.1% | +8.1% | -1.7% |
| 6M | -39.1% | +28.6% | -67.7% | -43.3% |
| YTD | -38.8% | +51.1% | -89.9% | -45.8% |
| 1Y | -49.6% | +55.9% | -105.4% | -55.7% |
| 3Y | -59.0% | +70.1% | -129.1% | -65.5% |
| 5Y | -61.8% | +90.7% | -152.4% | -69.4% |
| 10Y | +61.4% | +154.0% | -92.5% | +9.6% |
| All | +174.6% | +146.7% | +27.9% | +78.2% |
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