+54.0%
BWA vs COO
-20.6%
+74.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -14.7% | +15.3% | +3.0% |
| 7D | -0.1% | -23.3% | +23.3% | +4.5% |
| 30D | -5.5% | -29.5% | +24.0% | +0.6% |
| 3M | -7.6% | -20.0% | +12.4% | -4.9% |
| 6M | +25.0% | -27.2% | +52.2% | +37.2% |
| YTD | +47.0% | -33.9% | +80.9% | +69.0% |
| 1Y | +54.0% | -19.9% | +73.9% | +63.6% |
| All | +54.0% | -20.6% | +74.6% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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