-30.6%
AR vs BWA
+34.0%
-64.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -2.0% |
| 7D | -14.3% | -5.5% | -8.8% | -12.2% |
| 30D | +1.4% | -21.7% | +23.2% | +12.3% |
| 3M | +3.4% | -25.6% | +29.0% | +16.1% |
| 6M | -2.1% | -17.4% | +15.4% | +3.0% |
| YTD | +4.7% | +9.2% | -4.5% | -6.2% |
| 1Y | +10.6% | +9.7% | +0.8% | -1.5% |
| 3Y | +24.6% | +54.6% | -30.0% | -10.0% |
| 5Y | +71.9% | +26.8% | +45.1% | +32.2% |
| 10Y | +46.4% | +89.0% | -42.6% | -10.9% |
| All | -30.6% | +34.0% | -64.6% | -51.4% |
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