-0.9%
BA vs BWA
+91.4%
-92.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | -0.3% |
| 7D | +1.2% | +5.7% | -4.5% | -1.1% |
| 30D | -11.6% | +1.4% | -13.0% | -12.3% |
| 3M | -2.4% | -12.1% | +9.7% | +2.3% |
| 6M | -6.6% | +28.6% | -35.2% | -17.1% |
| YTD | -2.2% | +51.1% | -53.3% | -21.6% |
| 1Y | -8.0% | +55.9% | -63.9% | -27.8% |
| 3Y | -5.0% | +70.1% | -75.1% | -31.1% |
| All | -0.9% | +91.4% | -92.3% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling