+1,337.0%
BP vs BWA
+2,496.1%
-1,159.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | -11.6% | -5.5% | -6.2% | -10.2% |
| 30D | 0.0% | -21.7% | +21.8% | +7.3% |
| 3M | +6.7% | -25.6% | +32.4% | +15.6% |
| 6M | +2.2% | -17.4% | +19.6% | +6.3% |
| YTD | +33.0% | +9.2% | +23.8% | +25.1% |
| 1Y | +30.7% | +9.7% | +21.0% | +22.5% |
| 3Y | +44.2% | +54.6% | -10.4% | +19.1% |
| 5Y | +105.1% | +26.8% | +78.4% | +76.0% |
| 10Y | +133.5% | +89.0% | +44.5% | +72.4% |
| All | +1,337.0% | +2,496.1% | -1,159.1% | +490.7% |
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