+55.9%
BWA vs ALM
+318.3%
-262.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.9% |
| 7D | +5.7% | -2.6% | +8.3% | +5.9% |
| 30D | +1.4% | +32.0% | -30.6% | -1.1% |
| 3M | -12.1% | -15.0% | +3.0% | -11.9% |
| 6M | +28.6% | -10.1% | +38.7% | +27.6% |
| YTD | +51.1% | +99.4% | -48.3% | +50.2% |
| 1Y | +55.9% | +316.4% | -260.5% | +46.8% |
| All | +55.9% | +318.3% | -262.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling