-1.5%
BAC vs BWA
+17.4%
-18.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.1% |
| 7D | +1.5% | -9.9% | +11.4% | +2.2% |
| 30D | -4.4% | -16.4% | +12.0% | -3.3% |
| 3M | -17.5% | -19.8% | +2.3% | -16.3% |
| 6M | -0.1% | -10.0% | +9.9% | +0.7% |
| YTD | -4.6% | +12.7% | -17.4% | -9.1% |
| 1Y | -1.5% | +15.7% | -17.2% | -6.8% |
| All | -1.5% | +17.4% | -18.9% | -6.8% |
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 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