+52.1%
BWA vs TW
-14.2%
+66.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.2% |
| 7D | -1.3% | -4.5% | +3.2% | -2.3% |
| 30D | -2.9% | -2.3% | -0.7% | -3.3% |
| 3M | -10.7% | +2.6% | -13.3% | -10.1% |
| 6M | +26.5% | -17.5% | +44.0% | +24.7% |
| YTD | +49.1% | -5.3% | +54.4% | +46.3% |
| 1Y | +52.1% | -14.8% | +66.8% | +49.0% |
| All | +52.1% | -14.2% | +66.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling