+580.2%
A vs BWA
+1,378.6%
-798.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.5% |
| 7D | +1.4% | -2.4% | +3.8% | +2.3% |
| 30D | +4.3% | -17.7% | +22.0% | +12.8% |
| 3M | +19.8% | -27.0% | +46.8% | +35.4% |
| 6M | +54.4% | -17.3% | +71.7% | +63.9% |
| YTD | +31.7% | +12.9% | +18.8% | +19.7% |
| 1Y | +22.4% | +12.9% | +9.5% | +11.1% |
| 3Y | +67.7% | +62.1% | +5.6% | +27.6% |
| 5Y | +15.7% | +30.7% | -15.0% | -7.5% |
| 10Y | +308.7% | +89.2% | +219.5% | +143.6% |
| All | +580.2% | +1,378.6% | -798.4% | +36.9% |
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