+263.1%
C vs BWA
+2,496.1%
-2,233.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.9% |
| 7D | -2.4% | -5.5% | +3.1% | +0.5% |
| 30D | -6.0% | -21.7% | +15.7% | +6.7% |
| 3M | -10.5% | -25.6% | +15.1% | +3.6% |
| 6M | -5.7% | -17.4% | +11.7% | +1.9% |
| YTD | +4.1% | +9.2% | -5.1% | -6.5% |
| 1Y | +20.5% | +9.7% | +10.7% | +7.6% |
| 3Y | +208.1% | +54.6% | +153.5% | +121.0% |
| 5Y | +110.4% | +26.8% | +83.7% | +61.1% |
| 10Y | +234.6% | +89.0% | +145.6% | +93.4% |
| All | +263.1% | +2,496.1% | -2,233.1% | -21.5% |
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