+144.6%
CAPR vs BWA
+26.5%
+118.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +4.0% |
| 7D | +41.1% | -5.5% | +46.5% | +42.8% |
| 30D | +11.1% | -21.7% | +32.8% | +17.5% |
| 3M | +115.3% | -25.6% | +140.9% | +129.7% |
| 6M | -73.8% | -17.4% | -56.4% | -72.9% |
| YTD | -68.8% | +9.2% | -78.0% | -70.5% |
| 1Y | +43.3% | +9.7% | +33.6% | +35.0% |
| 3Y | +214.7% | +54.6% | +160.1% | +157.2% |
| All | +144.6% | +26.5% | +118.1% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling