+1,426.8%
BWA vs SBAC
+2,208.1%
-781.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +2.9% |
| 7D | +5.7% | -0.8% | +6.5% | +5.8% |
| 30D | +1.4% | +6.9% | -5.5% | +0.4% |
| 3M | -12.1% | -8.2% | -3.9% | -11.3% |
| 6M | +28.6% | -1.6% | +30.2% | +27.7% |
| YTD | +51.1% | -0.1% | +51.2% | +49.6% |
| 1Y | +55.9% | -0.5% | +56.3% | +54.4% |
| 3Y | +70.1% | -9.1% | +79.2% | +69.4% |
| 5Y | +90.7% | -43.8% | +134.5% | +102.0% |
| 10Y | +154.0% | +80.5% | +73.4% | +124.5% |
| All | +1,426.8% | +2,208.1% | -781.4% | +831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling