+139.4%
BAC vs BWA
+75.7%
+63.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.6% |
| 7D | +1.1% | +5.7% | -4.6% | -0.1% |
| 30D | -0.4% | +1.4% | -1.8% | -0.8% |
| 3M | +16.9% | -12.1% | +29.0% | +19.7% |
| 6M | +26.6% | +28.6% | -2.0% | +18.0% |
| YTD | +15.8% | +51.1% | -35.3% | +0.8% |
| 1Y | +27.2% | +55.9% | -28.7% | +9.2% |
| All | +139.4% | +75.7% | +63.7% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling