-29.9%
COMP vs BWA
+91.4%
-121.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -1.3% |
| 7D | +1.4% | +5.7% | -4.3% | -2.3% |
| 30D | -13.3% | +1.4% | -14.7% | -14.6% |
| 3M | +41.1% | -12.1% | +53.2% | +51.7% |
| 6M | +17.2% | +28.6% | -11.4% | -4.9% |
| YTD | +5.2% | +51.1% | -45.9% | -30.9% |
| 1Y | +18.9% | +55.9% | -36.9% | -24.3% |
| 3Y | +215.9% | +70.1% | +145.8% | +81.5% |
| All | -29.9% | +91.4% | -121.2% | -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 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