+91.1%
BWA vs RACE
+92.4%
-1.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +4.3% | -1.0% | +5.3% | +4.7% |
| 30D | -2.9% | -1.5% | -1.4% | -2.3% |
| 3M | -12.4% | +15.5% | -27.9% | -17.9% |
| 6M | +28.6% | +17.3% | +11.3% | +19.2% |
| YTD | +48.2% | +11.1% | +37.1% | +40.7% |
| 1Y | +50.9% | -14.3% | +65.2% | +57.5% |
| 3Y | +72.2% | +40.2% | +32.0% | +32.6% |
| 5Y | +91.1% | +92.6% | -1.5% | +11.1% |
| All | +91.1% | +92.4% | -1.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling