+388.4%
BB vs BWA
+1,248.9%
-860.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.0% |
| 7D | +7.3% | +1.7% | +5.6% | +6.5% |
| 30D | +11.2% | -14.6% | +25.9% | +20.5% |
| 3M | +4.7% | -26.2% | +30.9% | +21.3% |
| 6M | +51.1% | -18.4% | +69.5% | +66.3% |
| YTD | +148.0% | +14.7% | +133.4% | +123.3% |
| 1Y | +106.1% | +13.3% | +92.8% | +86.2% |
| 3Y | +158.2% | +64.7% | +93.5% | +88.8% |
| 5Y | -10.8% | +32.2% | -43.0% | -28.6% |
| 10Y | +29.3% | +96.8% | -67.5% | -17.5% |
| All | +388.4% | +1,248.9% | -860.4% | -16.6% |
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