+1,081.2%
BAH vs BWA
+134.6%
+946.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.1% |
| 7D | +0.5% | -2.4% | +2.9% | +0.8% |
| 30D | +18.2% | -17.7% | +35.9% | +21.9% |
| 3M | +13.1% | -27.0% | +40.1% | +18.6% |
| 6M | +15.2% | -17.3% | +32.5% | +17.6% |
| YTD | +6.0% | +12.9% | -6.9% | +0.1% |
| 1Y | +3.1% | +12.9% | -9.8% | -2.7% |
| 3Y | -26.2% | +62.1% | -88.3% | -36.4% |
| 5Y | +9.3% | +30.7% | -21.4% | -3.7% |
| 10Y | +212.3% | +89.2% | +123.1% | +134.9% |
| All | +1,081.2% | +134.6% | +946.6% | +681.7% |
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