+1,451.9%
BA vs BWA
+2,626.5%
-1,174.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -1.4% | +1.7% | -3.1% | -2.2% |
| 30D | -7.9% | -14.6% | +6.7% | -2.4% |
| 3M | -25.2% | -26.2% | +1.1% | -16.3% |
| 6M | -26.7% | -18.4% | -8.3% | -21.9% |
| YTD | -19.6% | +14.7% | -34.3% | -26.9% |
| 1Y | -10.6% | +13.3% | -23.9% | -18.5% |
| 3Y | -11.2% | +64.7% | -75.9% | -32.1% |
| 5Y | -20.4% | +32.2% | -52.6% | -34.5% |
| 10Y | +26.8% | +96.8% | -70.0% | -11.4% |
| All | +1,451.9% | +2,626.5% | -1,174.6% | +398.5% |
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