+185.4%
B vs BWA
+3,492.4%
-3,307.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.6% |
| 7D | -1.6% | +5.7% | -7.3% | -2.3% |
| 30D | +9.4% | +1.4% | +8.0% | +9.1% |
| 3M | +5.0% | -12.1% | +17.1% | +6.8% |
| 6M | -3.5% | +28.6% | -32.1% | -6.6% |
| YTD | +4.5% | +51.1% | -46.6% | -1.3% |
| 1Y | +67.8% | +55.9% | +11.9% | +57.9% |
| 3Y | +196.7% | +70.1% | +126.6% | +173.3% |
| 5Y | +151.9% | +90.7% | +61.2% | +125.9% |
| 10Y | +202.2% | +154.0% | +48.2% | +149.6% |
| All | +185.4% | +3,492.4% | -3,307.0% | +88.6% |
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