+55.9%
BWA vs USFR
+4.0%
+51.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +3.1% |
| 7D | +5.7% | +0.1% | +5.6% | +6.8% |
| 30D | +1.4% | +0.3% | +1.1% | +7.5% |
| 3M | -12.1% | +1.0% | -13.1% | +9.3% |
| 6M | +28.6% | +1.9% | +26.6% | +92.4% |
| YTD | +51.1% | +2.6% | +48.5% | +141.9% |
| 1Y | +55.9% | +4.0% | +51.9% | +161.7% |
| All | +55.9% | +4.0% | +51.9% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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