+7.8%
D vs BWA
+91.4%
-83.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| YTD | +15.9% | +51.1% | -35.2% | +9.4% |
| 1Y | +18.1% | +55.9% | -37.8% | +10.9% |
| 3Y | +58.4% | +70.1% | -11.7% | +44.2% |
| All | +7.8% | +91.4% | -83.6% | -4.3% |
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