-8.5%
BX vs BWA
+17.4%
-25.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.8% | +6.5% |
| 7D | +8.3% | -9.9% | +18.2% | +9.6% |
| 30D | +13.5% | -16.4% | +29.9% | +16.1% |
| 3M | -7.6% | -19.8% | +12.2% | -5.1% |
| 6M | +4.0% | -10.0% | +14.0% | +4.7% |
| YTD | -15.2% | +12.7% | -27.9% | -20.0% |
| 1Y | -8.5% | +15.7% | -24.1% | -14.1% |
| All | -8.5% | +17.4% | -25.8% | -14.1% |
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