+2,072.6%
BWA vs EXEL
+273.2%
+1,799.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +5.7% | +8.4% | -2.7% | +4.4% |
| 30D | +1.4% | +4.1% | -2.7% | +0.7% |
| 3M | -12.1% | +12.4% | -24.5% | -13.8% |
| 6M | +28.6% | +41.5% | -13.0% | +21.8% |
| YTD | +51.1% | +34.6% | +16.5% | +44.0% |
| 1Y | +55.9% | +57.9% | -2.0% | +44.7% |
| 3Y | +70.1% | +159.5% | -89.4% | +44.4% |
| 5Y | +90.7% | +198.5% | -107.8% | +56.4% |
| 10Y | +154.0% | +411.4% | -257.4% | +79.0% |
| All | +2,072.6% | +273.2% | +1,799.4% | +957.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling