+1,316.6%
BR vs BWA
+271.7%
+1,044.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | +4.3% | -3.2% | 0.0% |
| 30D | +14.4% | -13.0% | +27.4% | +18.1% |
| 3M | +12.4% | -24.8% | +37.2% | +19.9% |
| 6M | +35.4% | -23.5% | +59.0% | +42.4% |
| YTD | -12.2% | +13.8% | -26.0% | -18.9% |
| 1Y | -12.7% | +13.4% | -26.2% | -19.5% |
| 3Y | +14.3% | +62.8% | -48.5% | -7.1% |
| 5Y | +19.3% | +28.5% | -9.2% | +0.9% |
| 10Y | +278.1% | +95.4% | +182.8% | +160.6% |
| All | +1,316.6% | +271.7% | +1,044.9% | +595.4% |
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