+12.3%
AR vs BWA
+12.4%
-0.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +6.4% | +7.3% | -0.9% | +6.6% |
| 30D | +3.1% | -15.8% | +18.9% | +2.2% |
| 3M | +3.3% | -25.7% | +29.0% | +1.8% |
| 6M | +6.6% | -19.6% | +26.2% | +5.7% |
| YTD | +12.3% | +14.1% | -1.7% | +10.2% |
| 1Y | +12.3% | +12.2% | +0.2% | +10.3% |
| All | +12.3% | +12.4% | -0.1% | +10.3% |
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 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