-5.7%
BR vs BWA
+67.1%
-72.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -2.5% | -5.6% | +3.1% | -2.5% |
| 3M | +13.5% | -10.7% | +24.2% | +13.7% |
| 6M | -9.4% | +23.2% | -32.6% | -10.1% |
| YTD | -23.3% | +46.0% | -69.3% | -25.9% |
| 1Y | -31.6% | +51.2% | -82.8% | -34.4% |
| All | -5.7% | +67.1% | -72.8% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling