+3,546.3%
BWA vs RRC
+830.1%
+2,716.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +2.9% |
| 7D | +5.7% | +1.3% | +4.4% | +5.4% |
| 30D | +1.4% | +10.1% | -8.7% | -0.2% |
| 3M | -12.1% | +4.0% | -16.1% | -12.9% |
| 6M | +28.6% | +1.6% | +27.0% | +27.5% |
| YTD | +51.1% | +19.7% | +31.4% | +45.6% |
| 1Y | +55.9% | +21.4% | +34.5% | +49.4% |
| 3Y | +70.1% | +29.7% | +40.5% | +59.1% |
| 5Y | +90.7% | +153.9% | -63.2% | +53.6% |
| 10Y | +154.0% | +10.8% | +143.2% | +101.9% |
| All | +3,546.3% | +830.1% | +2,716.1% | +2,078.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling