+81.0%
CAPR vs BWA
+14.3%
+66.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +1.6% | +24.9% | +26.4% |
| 7D | +25.8% | +1.7% | +24.1% | +25.6% |
| 30D | +50.2% | -14.6% | +64.8% | +50.2% |
| 3M | +185.5% | -26.2% | +211.7% | +185.0% |
| 6M | -64.8% | -18.4% | -46.4% | -64.1% |
| YTD | -61.1% | +14.7% | -75.8% | -52.4% |
| 1Y | +81.0% | +13.3% | +67.6% | +130.1% |
| All | +81.0% | +14.3% | +66.7% | +130.1% |
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