+762.3%
BAX vs BWA
+3,492.4%
-2,730.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +0.5% |
| 7D | -1.1% | +5.7% | -6.8% | -2.1% |
| 30D | -5.5% | +1.4% | -6.9% | -5.8% |
| 3M | +33.5% | -12.1% | +45.6% | +36.1% |
| 6M | +35.9% | +28.6% | +7.3% | +28.9% |
| YTD | +35.4% | +51.1% | -15.7% | +23.9% |
| 1Y | +9.8% | +55.9% | -46.1% | -0.2% |
| 3Y | -32.7% | +70.1% | -102.9% | -40.8% |
| 5Y | -65.6% | +90.7% | -156.2% | -70.7% |
| 10Y | -34.9% | +154.0% | -188.9% | -49.7% |
| All | +762.3% | +3,492.4% | -2,730.1% | +344.0% |
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