+476.0%
A vs BWA
+1,879.5%
-1,403.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.6% |
| 7D | -1.9% | +5.7% | -7.6% | -4.2% |
| 30D | +6.9% | +1.4% | +5.5% | +6.1% |
| 3M | +9.2% | -12.1% | +21.3% | +14.3% |
| 6M | +25.7% | +28.6% | -2.9% | +11.1% |
| YTD | +11.5% | +51.1% | -39.6% | -9.6% |
| 1Y | +18.4% | +55.9% | -37.5% | -5.6% |
| 3Y | +26.6% | +70.1% | -43.5% | -5.3% |
| 5Y | -12.8% | +90.7% | -103.5% | -40.5% |
| 10Y | +247.2% | +154.0% | +93.2% | +83.9% |
| All | +476.0% | +1,879.5% | -1,403.5% | +3.3% |
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