+64.7%
D vs BWA
+75.7%
-11.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | +1.5% | +5.7% | -4.2% | +0.9% |
| 30D | -2.6% | +1.4% | -4.0% | -2.8% |
| 3M | 0.0% | -12.1% | +12.1% | +1.2% |
| 6M | +7.4% | +28.6% | -21.2% | +3.6% |
| YTD | +15.9% | +51.1% | -35.2% | +8.5% |
| 1Y | +18.1% | +55.9% | -37.8% | +9.9% |
| All | +64.7% | +75.7% | -11.0% | +47.1% |
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