-23.5%
BWA vs SBAC
-9.3%
-14.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | +0.1% |
| 7D | +4.3% | +0.6% | +3.6% | +4.4% |
| 30D | -13.0% | +5.5% | -18.5% | -11.8% |
| 3M | -24.8% | +3.1% | -27.9% | -25.4% |
| 6M | -23.5% | -7.0% | -16.5% | -26.9% |
| All | -23.5% | -9.3% | -14.2% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling