+158.7%
B vs BWA
+2,496.1%
-2,337.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.2% |
| 7D | +9.6% | -5.5% | +15.1% | +10.4% |
| 30D | +3.5% | -21.7% | +25.3% | +7.0% |
| 3M | -1.6% | -25.6% | +24.0% | +2.3% |
| 6M | -1.7% | -17.4% | +15.8% | +0.9% |
| YTD | -5.3% | +9.2% | -14.5% | -6.5% |
| 1Y | +27.2% | +9.7% | +17.5% | +25.5% |
| 3Y | +166.1% | +54.6% | +111.5% | +149.5% |
| 5Y | +136.5% | +26.8% | +109.7% | +124.0% |
| 10Y | +172.2% | +89.0% | +83.2% | +134.0% |
| All | +158.7% | +2,496.1% | -2,337.5% | +78.6% |
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