-10.6%
BA vs BWA
+14.3%
-24.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -1.4% | +1.7% | -3.1% | -1.7% |
| 30D | -7.9% | -14.6% | +6.7% | -5.9% |
| 3M | -25.2% | -26.2% | +1.1% | -21.9% |
| 6M | -26.7% | -18.4% | -8.3% | -24.6% |
| YTD | -19.6% | +14.7% | -34.3% | -22.2% |
| 1Y | -10.6% | +13.3% | -23.9% | -13.3% |
| All | -10.6% | +14.3% | -24.9% | -13.3% |
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