+1,784.6%
BE vs BWA
+72.9%
+1,711.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.9% | +11.5% | +10.8% |
| 7D | +29.8% | +4.3% | +25.5% | +26.5% |
| 30D | +26.4% | -2.9% | +29.3% | +28.3% |
| 3M | +9.3% | -12.4% | +21.7% | +18.2% |
| 6M | +105.1% | +28.6% | +76.5% | +80.6% |
| YTD | +219.0% | +48.2% | +170.8% | +151.7% |
| 1Y | +418.8% | +50.9% | +367.8% | +304.8% |
| 3Y | +1,784.6% | +72.2% | +1,712.4% | +1,212.6% |
| All | +1,784.6% | +72.9% | +1,711.7% | +1,212.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling