+30.5%
ALL vs BWA
+13.5%
+17.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.7% |
| 7D | -0.1% | -2.4% | +2.3% | -0.3% |
| 30D | +13.8% | -17.7% | +31.5% | +12.1% |
| 3M | -2.8% | -27.0% | +24.2% | -5.2% |
| 6M | +23.7% | -17.3% | +41.0% | +20.2% |
| YTD | +27.3% | +12.9% | +14.4% | +20.0% |
| 1Y | +30.5% | +12.9% | +17.6% | +22.8% |
| All | +30.5% | +13.5% | +17.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling