+90.6%
DD vs BWA
+64.3%
+26.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +6.7% | +7.3% | -0.5% | +3.6% |
| 30D | +19.4% | -15.8% | +35.2% | +28.3% |
| 3M | +7.6% | -25.7% | +33.4% | +21.6% |
| 6M | +2.9% | -19.6% | +22.5% | +11.0% |
| YTD | +29.9% | +14.1% | +15.8% | +15.7% |
| 1Y | +28.6% | +12.2% | +16.5% | +15.4% |
| All | +90.6% | +64.3% | +26.3% | +34.1% |
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