+1,040.3%
BAC vs BWA
+3,492.4%
-2,452.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.5% |
| 7D | +1.1% | +5.7% | -4.6% | -1.7% |
| 30D | -0.4% | +1.4% | -1.8% | -1.5% |
| 3M | +16.9% | -12.1% | +29.0% | +23.2% |
| 6M | +26.6% | +28.6% | -2.0% | +8.4% |
| YTD | +15.8% | +51.1% | -35.3% | -11.4% |
| 1Y | +27.2% | +55.9% | -28.7% | -4.9% |
| 3Y | +132.4% | +70.1% | +62.3% | +59.2% |
| 5Y | +72.6% | +90.7% | -18.1% | +7.6% |
| 10Y | +389.7% | +154.0% | +235.8% | +142.4% |
| All | +1,040.3% | +3,492.4% | -2,452.1% | +136.3% |
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 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