+1,338.6%
BP vs BWA
+2,583.4%
-1,244.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -6.3% | -2.4% | -3.9% | -5.7% |
| 30D | -3.6% | -17.7% | +14.1% | +1.8% |
| 3M | +5.2% | -27.0% | +32.2% | +14.6% |
| 6M | +5.3% | -17.3% | +22.6% | +9.5% |
| YTD | +33.1% | +12.9% | +20.3% | +23.9% |
| 1Y | +26.3% | +12.9% | +13.4% | +17.3% |
| 3Y | +47.5% | +62.1% | -14.6% | +20.0% |
| 5Y | +106.2% | +30.7% | +75.5% | +75.2% |
| 10Y | +127.0% | +89.2% | +37.8% | +67.4% |
| All | +1,338.6% | +2,583.4% | -1,244.8% | +485.4% |
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