-27.9%
BAH vs BWA
+48.6%
-76.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -6.6% | -5.6% | -1.1% | -7.6% |
| 3M | -7.2% | -10.7% | +3.5% | -8.8% |
| 6M | -10.0% | +23.2% | -33.2% | -4.6% |
| YTD | -12.5% | +46.0% | -58.4% | -11.4% |
| 1Y | -27.9% | +51.2% | -79.1% | -28.2% |
| All | -27.9% | +48.6% | -76.6% | -28.2% |
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