+166.1%
B vs BWA
+51.7%
+114.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.3% |
| 7D | +9.6% | -5.5% | +15.1% | +11.3% |
| 30D | +3.5% | -21.7% | +25.3% | +11.3% |
| 3M | -1.6% | -25.6% | +24.0% | +7.1% |
| 6M | -1.7% | -17.4% | +15.8% | +4.4% |
| YTD | -5.3% | +9.2% | -14.5% | -7.0% |
| 1Y | +27.2% | +9.7% | +17.5% | +24.7% |
| 3Y | +166.1% | +54.6% | +111.5% | +140.7% |
| All | +166.1% | +51.7% | +114.4% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling