+27.5%
BAC vs BWA
+54.1%
-26.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.8% | -5.5% | +3.7% | -1.6% |
| 3M | +15.3% | -7.6% | +22.9% | +15.4% |
| 6M | +30.2% | +25.0% | +5.2% | +28.5% |
| YTD | +15.6% | +47.0% | -31.4% | +9.1% |
| 1Y | +27.5% | +54.0% | -26.5% | +18.6% |
| All | +27.5% | +54.1% | -26.6% | +18.6% |
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