-11.8%
BA vs BWA
+64.1%
-76.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | 0.0% | -2.4% | +2.5% | +0.6% |
| 30D | -8.9% | -17.7% | +8.8% | -4.2% |
| 3M | -25.5% | -27.0% | +1.5% | -19.2% |
| 6M | -27.0% | -17.3% | -9.6% | -23.9% |
| YTD | -20.1% | +12.9% | -33.0% | -26.3% |
| 1Y | -11.0% | +12.9% | -23.9% | -18.0% |
| 3Y | -11.8% | +62.1% | -73.9% | -31.8% |
| All | -11.8% | +64.1% | -76.0% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling