-97.9%
CAPR vs BWA
+408.5%
-506.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.6% |
| 7D | -2.0% | +5.7% | -7.6% | -3.3% |
| 30D | +139.2% | +1.4% | +137.8% | +137.9% |
| 3M | -66.4% | -12.1% | -54.3% | -65.4% |
| 6M | -63.1% | +28.6% | -91.7% | -65.6% |
| YTD | -67.4% | +51.1% | -118.5% | -71.1% |
| 1Y | +58.2% | +55.9% | +2.4% | +38.8% |
| 3Y | +42.2% | +70.1% | -27.9% | +20.1% |
| 5Y | +87.3% | +90.7% | -3.4% | +51.0% |
| 10Y | -75.3% | +154.0% | -229.2% | -82.1% |
| All | -97.9% | +408.5% | -506.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling