-14.9%
A vs BWA
+88.6%
-103.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.1% |
| 7D | -2.1% | +4.3% | -6.3% | -3.3% |
| 30D | +0.6% | -2.9% | +3.5% | +1.4% |
| 3M | +10.9% | -12.4% | +23.3% | +15.0% |
| 6M | +28.2% | +28.6% | -0.4% | +16.8% |
| YTD | +8.6% | +48.2% | -39.7% | -7.4% |
| 1Y | +15.5% | +50.9% | -35.4% | -2.2% |
| 3Y | +31.8% | +72.2% | -40.4% | +3.0% |
| 5Y | -14.9% | +91.1% | -105.9% | -39.1% |
| All | -14.9% | +88.6% | -103.5% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling