+761.0%
BAX vs BWA
+2,496.1%
-1,735.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.1% |
| 7D | +12.1% | -5.5% | +17.6% | +13.2% |
| 30D | +7.6% | -21.7% | +29.3% | +12.4% |
| 3M | -4.5% | -25.6% | +21.1% | +0.5% |
| 6M | +52.0% | -17.4% | +69.5% | +56.0% |
| YTD | +35.1% | +9.2% | +26.0% | +30.9% |
| 1Y | +43.7% | +9.7% | +34.0% | +39.1% |
| 3Y | -20.9% | +54.6% | -75.6% | -29.0% |
| 5Y | -63.5% | +26.8% | -90.3% | -66.7% |
| 10Y | -36.0% | +89.0% | -125.0% | -47.8% |
| All | +761.0% | +2,496.1% | -1,735.2% | +369.2% |
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 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