+883.7%
BAH vs BWA
+214.1%
+669.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -1.9% |
| 7D | -3.2% | +5.7% | -8.9% | -4.2% |
| 30D | +2.0% | +1.4% | +0.6% | +1.7% |
| 3M | -7.6% | -12.1% | +4.5% | -5.9% |
| 6M | -5.7% | +28.6% | -34.2% | -10.8% |
| YTD | -11.7% | +51.1% | -62.8% | -20.3% |
| 1Y | -27.4% | +55.9% | -83.2% | -34.9% |
| 3Y | -32.5% | +70.1% | -102.7% | -41.7% |
| 5Y | -3.3% | +90.7% | -94.0% | -20.3% |
| 10Y | +186.0% | +154.0% | +32.0% | +104.7% |
| All | +883.7% | +214.1% | +669.6% | +522.2% |
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 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