+63.1%
BWA vs FDS
-23.5%
+86.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.6% |
| 7D | +7.3% | -2.6% | +9.9% | +7.1% |
| 30D | -15.8% | +14.1% | -29.9% | -15.2% |
| 3M | -25.7% | +19.8% | -45.5% | -24.9% |
| 6M | -19.6% | +55.0% | -74.6% | -18.5% |
| YTD | +14.1% | +15.9% | -1.8% | +23.7% |
| 1Y | +12.2% | +24.2% | -12.0% | +18.7% |
| All | +63.1% | -23.5% | +86.6% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling