-32.0%
BAX vs BWA
+72.9%
-104.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.4% |
| 7D | -2.4% | +4.3% | -6.7% | -3.2% |
| 30D | -9.7% | -2.9% | -6.8% | -9.3% |
| 3M | +29.3% | -12.4% | +41.7% | +32.3% |
| 6M | +40.7% | +28.6% | +12.1% | +31.8% |
| YTD | +30.3% | +48.2% | -18.0% | +16.6% |
| 1Y | +3.4% | +50.9% | -47.5% | -8.0% |
| 3Y | -32.0% | +72.2% | -104.2% | -46.2% |
| All | -32.0% | +72.9% | -104.9% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling