+15.7%
BWA vs EXEL
+92.4%
-76.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -9.9% | +9.8% | -19.6% | -11.5% |
| 30D | -16.4% | +23.6% | -40.0% | -20.0% |
| 3M | -19.8% | +29.9% | -49.7% | -24.3% |
| 6M | -10.0% | +64.7% | -74.7% | -20.3% |
| YTD | +12.7% | +66.0% | -53.2% | -0.6% |
| 1Y | +15.7% | +92.0% | -76.3% | -3.8% |
| All | +15.7% | +92.4% | -76.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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