-69.1%
CAPR vs BWA
-16.1%
-53.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.4% | +4.1% | +8.7% |
| 7D | +36.0% | -0.6% | +36.6% | +35.4% |
| 30D | +25.8% | -16.1% | +41.9% | +26.3% |
| 3M | +140.8% | -24.6% | +165.4% | +143.7% |
| All | -69.1% | -16.1% | -53.0% | -68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling