-7.4%
BN vs BWA
+13.5%
-20.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | +4.3% | -2.4% | +6.7% | +4.6% |
| 30D | +14.3% | -17.7% | +32.0% | +17.7% |
| 3M | -4.1% | -27.0% | +22.9% | +0.6% |
| 6M | -9.7% | -17.3% | +7.7% | -7.7% |
| YTD | -7.1% | +12.9% | -20.0% | -14.6% |
| 1Y | -7.4% | +12.9% | -20.3% | -14.6% |
| All | -7.4% | +13.5% | -20.9% | -14.6% |
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