+157.6%
B vs BWA
+91.4%
+66.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.8% |
| 7D | -1.6% | +5.7% | -7.3% | -2.8% |
| 30D | +9.4% | +1.4% | +8.0% | +9.0% |
| 3M | +5.0% | -12.1% | +17.1% | +7.6% |
| 6M | -3.5% | +28.6% | -32.1% | -7.8% |
| YTD | +4.5% | +51.1% | -46.6% | -3.4% |
| 1Y | +67.8% | +55.9% | +11.9% | +54.3% |
| 3Y | +196.7% | +70.1% | +126.6% | +163.9% |
| All | +157.6% | +91.4% | +66.3% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling