+300.1%
BB vs BWA
+1,677.3%
-1,377.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.4% |
| 7D | -5.6% | +5.7% | -11.3% | -8.3% |
| 30D | -11.8% | +1.4% | -13.2% | -12.6% |
| 3M | -25.5% | -12.1% | -13.4% | -20.8% |
| 6M | +121.3% | +28.6% | +92.7% | +93.8% |
| YTD | +103.2% | +51.1% | +52.1% | +59.9% |
| 1Y | +102.6% | +55.9% | +46.8% | +56.0% |
| 3Y | +37.5% | +70.1% | -32.6% | -1.4% |
| 5Y | -30.4% | +90.7% | -121.1% | -53.4% |
| 10Y | 0.0% | +154.0% | -154.0% | -43.9% |
| All | +300.1% | +1,677.3% | -1,377.2% | -40.3% |
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 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