+5.6%
BAH vs BWA
+12.4%
-6.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | 0.0% |
| 7D | -2.6% | +7.3% | -9.8% | -1.0% |
| 30D | +20.4% | -15.8% | +36.2% | +16.3% |
| 3M | +11.9% | -25.7% | +37.6% | +5.4% |
| 6M | +17.1% | -19.6% | +36.7% | +13.5% |
| YTD | +5.5% | +14.1% | -8.5% | +1.6% |
| 1Y | +5.6% | +12.2% | -6.5% | +2.0% |
| All | +5.6% | +12.4% | -6.8% | +2.0% |
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