+42.7%
CAPR vs BWA
+53.0%
-10.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.7% |
| 7D | -9.5% | +4.3% | -13.8% | -9.3% |
| 30D | +121.5% | -2.9% | +124.4% | +121.5% |
| 3M | -65.4% | -12.4% | -52.9% | -65.4% |
| 6M | -67.5% | +28.6% | -96.1% | -66.2% |
| YTD | -68.6% | +48.2% | -116.8% | -63.8% |
| 1Y | +42.7% | +50.9% | -8.2% | +75.7% |
| All | +42.7% | +53.0% | -10.3% | +75.7% |
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