+22.2%
A vs BWA
+17.4%
+4.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | -2.4% | -9.9% | +7.5% | -1.1% |
| 30D | +3.6% | -16.4% | +19.9% | +5.9% |
| 3M | +27.5% | -19.8% | +47.3% | +30.9% |
| 6M | +58.5% | -10.0% | +68.4% | +59.0% |
| YTD | +31.2% | +12.7% | +18.4% | +18.3% |
| 1Y | +22.2% | +15.7% | +6.5% | +8.8% |
| All | +22.2% | +17.4% | +4.8% | +8.8% |
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 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