-14.0%
COMP vs BWA
+34.0%
-48.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +2.0% |
| 7D | +14.5% | -0.6% | +15.1% | +15.1% |
| 30D | +14.9% | -16.1% | +31.0% | +29.1% |
| 3M | -14.2% | -24.6% | +10.4% | +2.8% |
| 6M | +23.7% | -15.7% | +39.4% | +32.7% |
| YTD | +2.1% | +15.1% | -13.0% | -20.5% |
| 1Y | +26.2% | +15.9% | +10.3% | -2.7% |
| 3Y | +470.9% | +67.1% | +403.8% | +199.8% |
| 5Y | -14.0% | +34.7% | -48.8% | -53.6% |
| All | -14.0% | +34.0% | -48.0% | -53.6% |
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