+7.6%
COMP vs BWA
+12.3%
-4.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | 0.0% | +4.3% | -4.3% | -0.6% |
| 30D | +16.6% | -13.0% | +29.6% | +18.2% |
| 3M | -23.5% | -24.8% | +1.3% | -21.4% |
| 6M | +25.7% | -23.5% | +49.3% | +27.6% |
| YTD | -3.4% | +13.8% | -17.2% | -7.2% |
| 1Y | +7.6% | +13.4% | -5.9% | +3.5% |
| All | +7.6% | +12.3% | -4.7% | +3.5% |
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