+72.2%
BWA vs COO
-23.3%
+95.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | +4.3% | -2.3% | +6.6% | +5.0% |
| 30D | -2.9% | -8.8% | +5.9% | -0.4% |
| 3M | -12.4% | +1.3% | -13.8% | -13.3% |
| 6M | +28.6% | -11.6% | +40.1% | +33.4% |
| YTD | +48.2% | -17.4% | +65.6% | +57.5% |
| 1Y | +50.9% | -1.6% | +52.5% | +51.1% |
| 3Y | +72.2% | -22.6% | +94.8% | +103.1% |
| All | +72.2% | -23.3% | +95.5% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling