-13.6%
BKNG vs BWA
+17.4%
-31.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.5% | +12.4% | +9.9% |
| 7D | +15.6% | -9.9% | +25.5% | +16.2% |
| 30D | +8.0% | -16.4% | +24.3% | +9.0% |
| 3M | -11.8% | -19.8% | +8.1% | -10.8% |
| 6M | +3.8% | -10.0% | +13.7% | +2.4% |
| YTD | -19.6% | +12.7% | -32.4% | -28.0% |
| 1Y | -13.6% | +15.7% | -29.2% | -23.6% |
| All | -13.6% | +17.4% | -31.0% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling