+3,546.3%
BWA vs COO
+43,390.6%
-39,844.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.2% | +3.0% |
| 7D | +5.7% | -2.2% | +7.9% | +6.0% |
| 30D | +1.4% | -7.0% | +8.4% | +2.5% |
| 3M | -12.1% | +12.2% | -24.3% | -13.9% |
| 6M | +28.6% | -15.1% | +43.7% | +31.2% |
| YTD | +51.1% | -15.1% | +66.2% | +54.2% |
| 1Y | +55.9% | +2.3% | +53.5% | +54.7% |
| 3Y | +70.1% | -23.7% | +93.8% | +75.0% |
| 5Y | +90.7% | -38.9% | +129.6% | +101.4% |
| 10Y | +154.0% | +49.9% | +104.0% | +139.0% |
| All | +3,546.3% | +43,390.6% | -39,844.3% | +2,357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling