-16.6%
BX vs BWA
+59.1%
-75.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.5% |
| 7D | -4.4% | +5.7% | -10.0% | -5.1% |
| 30D | +0.1% | +1.4% | -1.3% | -0.2% |
| 3M | +16.0% | -12.1% | +28.1% | +17.9% |
| 6M | +21.6% | +28.6% | -6.9% | +16.2% |
| YTD | -8.9% | +51.1% | -60.0% | -18.0% |
| 1Y | -16.6% | +55.9% | -72.5% | -26.2% |
| All | -16.6% | +59.1% | -75.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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