-44.0%
BIDU vs BWA
+87.2%
-131.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | -8.1% | -1.3% | -6.8% | -7.5% |
| 30D | -12.8% | -2.9% | -9.9% | -11.6% |
| 3M | -21.3% | -10.7% | -10.6% | -17.5% |
| 6M | -27.0% | +26.5% | -53.4% | -35.3% |
| YTD | -30.0% | +49.1% | -79.1% | -44.3% |
| 1Y | -18.3% | +52.1% | -70.3% | -35.9% |
| 3Y | -33.8% | +72.6% | -106.4% | -52.8% |
| All | -44.0% | +87.2% | -131.2% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling