+317.7%
C vs BWA
+3,492.4%
-3,174.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.8% |
| 7D | +3.6% | +5.7% | -2.0% | +0.6% |
| 30D | +0.1% | +1.4% | -1.3% | -1.0% |
| 3M | +2.4% | -12.1% | +14.5% | +8.7% |
| 6M | +24.9% | +28.6% | -3.6% | +7.0% |
| YTD | +19.8% | +51.1% | -31.3% | -8.8% |
| 1Y | +44.9% | +55.9% | -11.0% | +7.7% |
| 3Y | +263.0% | +70.1% | +192.8% | +147.3% |
| 5Y | +129.5% | +90.7% | +38.8% | +41.7% |
| 10Y | +291.6% | +154.0% | +137.6% | +94.4% |
| All | +317.7% | +3,492.4% | -3,174.7% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling