+52.1%
BWA vs USFR
+4.1%
+48.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +2.7% |
| 7D | -1.3% | +0.1% | -1.5% | +0.9% |
| 30D | -2.9% | +0.4% | -3.3% | +3.4% |
| 3M | -10.7% | +1.0% | -11.8% | +10.6% |
| 6M | +26.5% | +2.0% | +24.5% | +88.7% |
| YTD | +49.1% | +2.8% | +46.3% | +138.8% |
| 1Y | +52.1% | +4.1% | +48.0% | +123.8% |
| All | +52.1% | +4.1% | +48.0% | +123.8% |
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