+655.3%
BIDU vs BWA
+562.2%
+93.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -6.1% |
| 7D | -2.4% | +4.3% | -6.7% | -4.3% |
| 30D | -15.6% | -2.9% | -12.7% | -14.5% |
| 3M | -22.3% | -12.4% | -9.9% | -17.9% |
| 6M | -22.3% | +28.6% | -50.8% | -31.8% |
| YTD | -29.2% | +48.2% | -77.4% | -43.1% |
| 1Y | -14.8% | +50.9% | -65.7% | -32.5% |
| 3Y | -31.8% | +72.2% | -103.9% | -50.8% |
| 5Y | -43.1% | +91.1% | -134.2% | -61.7% |
| 10Y | -50.6% | +144.0% | -194.7% | -73.8% |
| All | +655.3% | +562.2% | +93.0% | +110.9% |
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