+1,226.1%
D vs BWA
+2,626.5%
-1,400.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | +9.0% | -14.6% | +23.6% | +11.1% |
| 3M | +1.0% | -26.2% | +27.2% | +4.8% |
| 6M | +11.0% | -18.4% | +29.4% | +13.3% |
| YTD | +19.8% | +14.7% | +5.1% | +15.9% |
| 1Y | +16.0% | +13.3% | +2.6% | +12.3% |
| 3Y | +74.4% | +64.7% | +9.7% | +58.6% |
| 5Y | +13.5% | +32.2% | -18.6% | +4.8% |
| 10Y | +48.4% | +96.8% | -48.4% | +23.3% |
| All | +1,226.1% | +2,626.5% | -1,400.4% | +680.0% |
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