+113.6%
C vs BWA
+27.4%
+86.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.2% | +4.3% | -0.1% | +2.6% |
| 30D | +2.0% | -13.0% | +15.0% | +7.1% |
| 3M | -10.1% | -24.8% | +14.7% | -0.9% |
| 6M | +1.0% | -23.5% | +24.5% | +10.0% |
| YTD | +8.5% | +13.8% | -5.4% | -2.3% |
| 1Y | +25.7% | +13.4% | +12.3% | +13.2% |
| 3Y | +216.0% | +62.8% | +153.2% | +133.9% |
| All | +113.6% | +27.4% | +86.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling