+15.7%
BWA vs FDS
+31.1%
-15.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -1.8% |
| 7D | -9.9% | +9.4% | -19.3% | -7.6% |
| 30D | -16.4% | +23.8% | -40.1% | -11.4% |
| 3M | -19.8% | +25.1% | -45.0% | -14.4% |
| 6M | -10.0% | +53.8% | -63.7% | +3.8% |
| YTD | +12.7% | +19.6% | -6.8% | +32.3% |
| 1Y | +15.7% | +31.6% | -16.0% | +35.0% |
| All | +15.7% | +31.1% | -15.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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