+52.1%
BWA vs FDS
-27.2%
+79.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.2% |
| 7D | -1.3% | -14.0% | +12.7% | -4.6% |
| 30D | -2.9% | -6.2% | +3.3% | -4.1% |
| 3M | -10.7% | +10.2% | -20.9% | -7.7% |
| 6M | +26.5% | +27.4% | -1.0% | +35.6% |
| YTD | +49.1% | -9.3% | +58.4% | +59.9% |
| 1Y | +52.1% | -28.6% | +80.7% | +58.7% |
| All | +52.1% | -27.2% | +79.3% | +58.7% |
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