+2,647.4%
BWA vs RRC
+1,050.6%
+1,596.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +4.3% | +6.4% | -2.1% | +3.2% |
| 30D | -13.0% | +23.9% | -36.9% | -16.3% |
| 3M | -24.8% | +30.2% | -55.0% | -28.3% |
| 6M | -23.5% | +26.3% | -49.8% | -26.9% |
| YTD | +13.8% | +48.1% | -34.2% | +5.5% |
| 1Y | +13.4% | +37.7% | -24.2% | +6.3% |
| 3Y | +62.8% | +60.3% | +2.5% | +46.7% |
| 5Y | +28.5% | +135.3% | -106.8% | +4.8% |
| 10Y | +95.4% | +73.3% | +22.0% | +44.3% |
| All | +2,647.4% | +1,050.6% | +1,596.8% | +1,478.8% |
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 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