+48.0%
BAX vs BWA
+17.4%
+30.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.3% |
| 7D | +4.1% | -9.9% | +14.0% | +5.7% |
| 30D | +9.4% | -16.4% | +25.8% | +12.1% |
| 3M | -6.5% | -19.8% | +13.3% | -3.9% |
| 6M | +59.6% | -10.0% | +69.6% | +56.6% |
| YTD | +38.9% | +12.7% | +26.1% | +18.3% |
| 1Y | +48.0% | +15.7% | +32.3% | +24.2% |
| All | +48.0% | +17.4% | +30.6% | +24.2% |
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