+99.1%
BWA vs TW
+211.4%
-112.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.4% |
| 7D | +4.3% | -3.5% | +7.8% | +4.9% |
| 30D | -2.9% | +0.5% | -3.4% | -3.0% |
| 3M | -12.4% | +4.9% | -17.4% | -13.7% |
| 6M | +28.6% | -17.1% | +45.7% | +32.5% |
| YTD | +48.2% | -3.9% | +52.1% | +47.2% |
| 1Y | +50.9% | -13.3% | +64.2% | +53.3% |
| 3Y | +72.2% | +20.9% | +51.3% | +55.7% |
| 5Y | +91.1% | +20.5% | +70.6% | +68.1% |
| All | +99.1% | +211.4% | -112.3% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling