-54.2%
COMP vs BWA
+25.1%
-79.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.7% | -2.5% | -4.6% |
| 7D | -1.8% | -10.8% | +9.0% | +5.6% |
| 30D | -0.8% | -25.0% | +24.2% | +18.8% |
| 3M | -28.1% | -28.6% | +0.5% | -11.9% |
| 6M | +27.0% | -16.6% | +43.6% | +36.6% |
| YTD | -12.8% | +6.3% | -19.1% | -27.0% |
| 1Y | +4.9% | +7.2% | -2.3% | -13.1% |
| 3Y | +321.0% | +48.2% | +272.8% | +158.2% |
| 5Y | -25.6% | +23.4% | -49.0% | -53.2% |
| All | -54.2% | +25.1% | -79.4% | -71.9% |
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 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