-11.8%
BA vs BWA
+10.1%
-21.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | +1.1% | -5.5% | +6.5% | +1.8% |
| 30D | -7.9% | -21.7% | +13.8% | -4.7% |
| 3M | -25.3% | -25.6% | +0.3% | -22.1% |
| 6M | -24.6% | -17.4% | -7.2% | -22.3% |
| YTD | -20.1% | +9.2% | -29.3% | -22.2% |
| 1Y | -11.8% | +9.7% | -21.5% | -13.2% |
| All | -11.8% | +10.1% | -21.8% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling