+1,787.1%
BA vs BWA
+3,492.4%
-1,705.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | -0.3% |
| 7D | +1.2% | +5.7% | -4.5% | -1.0% |
| 30D | -11.6% | +1.4% | -13.0% | -12.3% |
| 3M | -2.4% | -12.1% | +9.7% | +2.1% |
| 6M | -6.6% | +28.6% | -35.2% | -16.5% |
| YTD | -2.2% | +51.1% | -53.3% | -19.7% |
| 1Y | -8.0% | +55.9% | -63.9% | -25.8% |
| 3Y | -5.0% | +70.1% | -75.1% | -28.1% |
| 5Y | -2.7% | +90.7% | -93.4% | -30.3% |
| 10Y | +75.9% | +154.0% | -78.1% | +11.5% |
| All | +1,787.1% | +3,492.4% | -1,705.2% | +447.4% |
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