+86.6%
BWA vs RRC
+154.4%
-67.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +0.1% | -1.7% | +1.9% | +0.4% |
| 30D | -5.6% | +3.6% | -9.2% | -6.2% |
| 3M | -10.7% | +8.8% | -19.5% | -12.2% |
| 6M | +23.2% | +0.8% | +22.4% | +22.3% |
| YTD | +46.0% | +19.0% | +27.0% | +40.2% |
| 1Y | +51.2% | +22.9% | +28.2% | +43.7% |
| 3Y | +69.6% | +32.3% | +37.2% | +56.3% |
| 5Y | +86.6% | +151.6% | -65.0% | +43.8% |
| All | +86.6% | +154.4% | -67.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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