-65.8%
BAX vs BWA
+91.4%
-157.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +0.5% |
| 7D | -1.1% | +5.7% | -6.8% | -2.2% |
| 30D | -5.5% | +1.4% | -6.9% | -5.9% |
| 3M | +33.5% | -12.1% | +45.6% | +36.6% |
| 6M | +35.9% | +28.6% | +7.3% | +27.3% |
| YTD | +35.4% | +51.1% | -15.7% | +20.9% |
| 1Y | +9.8% | +55.9% | -46.1% | -2.8% |
| 3Y | -32.7% | +70.1% | -102.9% | -43.3% |
| All | -65.8% | +91.4% | -157.2% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling