+52.0%
BAX vs BWA
-16.6%
+68.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.5% |
| 7D | +12.1% | -5.5% | +17.6% | +12.1% |
| 30D | +7.6% | -21.7% | +29.3% | +6.6% |
| 3M | -4.5% | -25.6% | +21.1% | -5.4% |
| 6M | +52.0% | -17.4% | +69.5% | +50.3% |
| All | +52.0% | -16.6% | +68.6% | +50.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling