+75.0%
D vs BWA
+64.0%
+11.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | +4.3% | -5.6% | -1.7% |
| 30D | +7.7% | -13.0% | +20.7% | +9.0% |
| 3M | -0.3% | -24.8% | +24.5% | +2.1% |
| 6M | +10.1% | -23.5% | +33.6% | +12.2% |
| YTD | +19.1% | +13.8% | +5.2% | +14.2% |
| 1Y | +15.9% | +13.4% | +2.5% | +11.1% |
| 3Y | +75.0% | +62.8% | +12.2% | +53.7% |
| All | +75.0% | +64.0% | +11.0% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling