+3,636.5%
ALL vs BWA
+3,492.4%
+144.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.2% |
| 7D | 0.0% | +5.7% | -5.6% | -1.6% |
| 30D | -1.5% | +1.4% | -2.9% | -2.2% |
| 3M | +23.6% | -12.1% | +35.7% | +27.0% |
| 6M | +22.3% | +28.6% | -6.2% | +11.1% |
| YTD | +26.5% | +51.1% | -24.6% | +8.0% |
| 1Y | +27.0% | +55.9% | -28.9% | +7.1% |
| 3Y | +149.6% | +70.1% | +79.4% | +98.1% |
| 5Y | +118.1% | +90.7% | +27.4% | +62.2% |
| 10Y | +369.0% | +154.0% | +215.0% | +196.8% |
| All | +3,636.5% | +3,492.4% | +144.1% | +1,094.7% |
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