+67.7%
A vs BWA
+64.1%
+3.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.7% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | +4.3% | -17.7% | +22.0% | +10.3% |
| 3M | +19.8% | -27.0% | +46.8% | +31.0% |
| 6M | +54.4% | -17.3% | +71.7% | +60.6% |
| YTD | +31.7% | +12.9% | +18.8% | +18.2% |
| 1Y | +22.4% | +12.9% | +9.5% | +9.7% |
| 3Y | +67.7% | +62.1% | +5.6% | +26.8% |
| All | +67.7% | +64.1% | +3.6% | +26.8% |
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 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