+911.5%
BE vs BWA
+99.5%
+812.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +5.4% |
| 7D | +20.0% | +5.7% | +14.3% | +15.4% |
| 30D | +7.9% | +1.4% | +6.5% | +6.3% |
| 3M | -13.2% | -12.1% | -1.1% | -4.2% |
| 6M | +53.5% | +28.6% | +24.9% | +29.5% |
| YTD | +191.0% | +51.1% | +139.9% | +111.0% |
| 1Y | +360.5% | +55.9% | +304.6% | +225.1% |
| 3Y | +1,568.0% | +70.1% | +1,497.9% | +966.9% |
| 5Y | +1,055.2% | +90.7% | +964.5% | +562.6% |
| All | +911.5% | +99.5% | +812.0% | +272.4% |
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