+1,683.6%
BE vs BWA
+65.3%
+1,618.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.4% | +6.5% | +8.0% |
| 7D | -1.2% | -0.6% | -0.6% | 0.0% |
| 30D | -30.9% | -16.1% | -14.8% | -21.2% |
| 3M | -11.6% | -24.6% | +13.0% | +8.0% |
| 6M | -25.7% | -15.7% | -10.0% | -14.2% |
| YTD | +123.1% | +15.1% | +108.1% | +107.7% |
| 1Y | +43.4% | +15.9% | +27.5% | +33.3% |
| 3Y | +1,683.6% | +67.1% | +1,616.5% | +1,052.3% |
| All | +1,683.6% | +65.3% | +1,618.3% | +1,052.3% |
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 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