+1,385.0%
BWA vs BG
+1,181.2%
+203.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | -5.6% | +10.3% | -15.9% | -9.0% |
| 3M | -10.7% | -1.9% | -8.8% | -10.7% |
| 6M | +23.2% | +5.2% | +17.9% | +19.5% |
| YTD | +46.0% | +41.2% | +4.8% | +27.5% |
| 1Y | +51.2% | +50.5% | +0.6% | +28.3% |
| 3Y | +69.6% | +19.9% | +49.7% | +53.3% |
| 5Y | +86.6% | +86.7% | -0.1% | +40.1% |
| 10Y | +152.3% | +167.5% | -15.2% | +56.8% |
| All | +1,385.0% | +1,181.2% | +203.8% | +535.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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