+1,313.8%
BP vs BWA
+3,492.4%
-2,178.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.3% |
| 7D | +3.9% | +5.7% | -1.7% | +2.2% |
| 30D | +7.6% | +1.4% | +6.2% | +6.9% |
| 3M | +0.7% | -12.1% | +12.8% | +4.0% |
| 6M | +15.5% | +28.6% | -13.1% | +5.2% |
| YTD | +30.8% | +51.1% | -20.3% | +12.4% |
| 1Y | +34.3% | +55.9% | -21.6% | +13.7% |
| 3Y | +35.1% | +70.1% | -35.1% | +8.5% |
| 5Y | +126.8% | +90.7% | +36.1% | +73.1% |
| 10Y | +123.4% | +154.0% | -30.6% | +51.6% |
| All | +1,313.8% | +3,492.4% | -2,178.6% | +430.8% |
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