+1,161.9%
DD vs BWA
+2,612.1%
-1,450.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +6.7% | +7.3% | -0.5% | +3.5% |
| 30D | +19.4% | -15.8% | +35.2% | +28.4% |
| 3M | +7.6% | -25.7% | +33.4% | +21.7% |
| 6M | +2.9% | -19.6% | +22.5% | +11.4% |
| YTD | +29.9% | +14.1% | +15.8% | +19.1% |
| 1Y | +28.6% | +12.2% | +16.5% | +18.7% |
| 3Y | +90.0% | +63.8% | +26.2% | +46.0% |
| 5Y | +68.1% | +28.7% | +39.4% | +39.8% |
| 10Y | +98.7% | +95.8% | +3.0% | +31.1% |
| All | +1,161.9% | +2,612.1% | -1,450.2% | +257.5% |
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