+18.5%
ADP vs BWA
+75.7%
-57.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -2.0% |
| 7D | -3.4% | +5.7% | -9.1% | -3.3% |
| 30D | +2.8% | +1.4% | +1.4% | +2.8% |
| 3M | +20.9% | -12.1% | +33.0% | +21.3% |
| 6M | +29.9% | +28.6% | +1.3% | +28.8% |
| YTD | +9.6% | +51.1% | -41.4% | +6.2% |
| 1Y | -5.3% | +55.9% | -61.1% | -8.6% |
| All | +18.5% | +75.7% | -57.2% | +9.1% |
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 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