+1,376.2%
EXC vs BWA
+2,496.1%
-1,119.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -2.4% |
| 7D | -1.2% | -5.5% | +4.3% | -0.3% |
| 30D | +10.0% | -21.7% | +31.7% | +14.3% |
| 3M | +1.6% | -25.6% | +27.2% | +6.4% |
| 6M | +3.3% | -17.4% | +20.7% | +5.6% |
| YTD | +7.6% | +9.2% | -1.6% | +3.7% |
| 1Y | +3.5% | +9.7% | -6.3% | -0.4% |
| 3Y | +27.7% | +54.6% | -27.0% | +13.6% |
| 5Y | +41.1% | +26.8% | +14.4% | +27.5% |
| 10Y | +178.2% | +89.0% | +89.2% | +121.4% |
| All | +1,376.2% | +2,496.1% | -1,119.9% | +675.2% |
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