+15.2%
D vs BWA
+26.5%
-11.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.7% |
| 7D | +3.0% | -5.5% | +8.4% | +3.5% |
| 30D | +11.5% | -21.7% | +33.2% | +14.1% |
| 3M | +3.7% | -25.6% | +29.4% | +6.6% |
| 6M | +13.5% | -17.4% | +31.0% | +14.8% |
| YTD | +20.7% | +9.2% | +11.5% | +17.2% |
| 1Y | +18.2% | +9.7% | +8.5% | +14.6% |
| 3Y | +73.3% | +54.6% | +18.7% | +58.1% |
| All | +15.2% | +26.5% | -11.3% | +6.1% |
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 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