-24.2%
AR vs BWA
+85.4%
-109.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.9% |
| 7D | +2.5% | +5.7% | -3.2% | 0.0% |
| 30D | +14.8% | +1.4% | +13.4% | +13.7% |
| 3M | +6.2% | -12.1% | +18.3% | +11.0% |
| 6M | +4.3% | +28.6% | -24.3% | -9.6% |
| YTD | +14.4% | +51.1% | -36.7% | -10.2% |
| 1Y | +21.3% | +55.9% | -34.5% | -6.8% |
| 3Y | +39.8% | +70.1% | -30.3% | -1.4% |
| 5Y | +142.1% | +90.7% | +51.4% | +56.3% |
| 10Y | +52.0% | +154.0% | -101.9% | -18.1% |
| All | -24.2% | +85.4% | -109.6% | -53.5% |
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