+69.0%
BWA vs SBAC
-8.7%
+77.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | -5.6% | +3.9% | -9.4% | -5.9% |
| 3M | -10.7% | -8.2% | -2.5% | -9.8% |
| 6M | +23.2% | -2.8% | +26.0% | +23.8% |
| YTD | +46.0% | -1.5% | +47.5% | +46.0% |
| 1Y | +51.2% | 0.0% | +51.1% | +50.6% |
| All | +69.0% | -8.7% | +77.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling