+47.2%
CAPR vs BWA
+17.4%
+29.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.5% | +10.8% | +8.3% |
| 7D | +43.2% | -9.9% | +53.1% | +43.4% |
| 30D | +14.7% | -16.4% | +31.0% | +15.0% |
| 3M | +113.9% | -19.8% | +133.7% | +114.8% |
| 6M | -73.4% | -10.0% | -63.4% | -72.4% |
| YTD | -69.1% | +12.7% | -81.8% | -62.1% |
| 1Y | +47.2% | +15.7% | +31.5% | +90.2% |
| All | +47.2% | +17.4% | +29.8% | +90.2% |
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