-44.8%
COMP vs BWA
+77.8%
-122.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -1.2% |
| 7D | +1.4% | +5.7% | -4.3% | -2.2% |
| 30D | -13.3% | +1.4% | -14.7% | -14.6% |
| 3M | +41.1% | -12.1% | +53.2% | +51.3% |
| 6M | +17.2% | +28.6% | -11.4% | -3.9% |
| YTD | +5.2% | +51.1% | -45.9% | -29.2% |
| 1Y | +18.9% | +55.9% | -36.9% | -22.3% |
| 3Y | +215.9% | +70.1% | +145.8% | +87.3% |
| 5Y | -31.2% | +90.7% | -121.9% | -65.9% |
| All | -44.8% | +77.8% | -122.6% | -72.7% |
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