+527.2%
BWA vs EXR
+3,090.1%
-2,562.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.6% |
| 7D | -2.4% | +1.7% | -4.2% | -3.2% |
| 30D | -17.7% | +18.0% | -35.7% | -23.8% |
| 3M | -27.0% | +9.7% | -36.6% | -30.2% |
| 6M | -17.3% | +13.4% | -30.8% | -22.4% |
| YTD | +12.9% | +26.3% | -13.4% | +0.5% |
| 1Y | +12.9% | +27.6% | -14.6% | +0.2% |
| 3Y | +62.1% | +52.2% | +9.9% | +29.1% |
| 5Y | +30.7% | -1.1% | +31.8% | +21.6% |
| 10Y | +89.2% | +216.8% | -127.6% | -9.4% |
| All | +527.2% | +3,090.1% | -2,562.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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