+52.5%
BWA vs RACE
+658.9%
-606.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.4% |
| 7D | -5.5% | +5.1% | -10.5% | -7.7% |
| 30D | -21.7% | +7.7% | -29.4% | -24.5% |
| 3M | -25.6% | +2.2% | -27.8% | -26.6% |
| 6M | -17.4% | +23.8% | -41.2% | -26.1% |
| YTD | +9.2% | +13.9% | -4.7% | +1.5% |
| 1Y | +9.7% | +3.8% | +6.0% | +6.5% |
| 3Y | +54.6% | +28.0% | +26.6% | +27.7% |
| 5Y | +26.8% | +64.9% | -38.2% | -11.1% |
| 10Y | +89.0% | +780.4% | -691.4% | -42.6% |
| All | +52.5% | +658.9% | -606.4% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling