+1,312.1%
EXC vs BWA
+3,492.4%
-2,180.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.5% |
| 7D | +0.3% | +5.7% | -5.4% | -0.7% |
| 30D | -3.7% | +1.4% | -5.1% | -4.1% |
| 3M | -1.3% | -12.1% | +10.8% | +0.4% |
| 6M | -9.7% | +28.6% | -38.3% | -14.3% |
| YTD | +2.9% | +51.1% | -48.2% | -5.8% |
| 1Y | +4.4% | +55.9% | -51.5% | -5.2% |
| 3Y | +22.2% | +70.1% | -47.9% | +7.3% |
| 5Y | +46.7% | +90.7% | -44.0% | +23.7% |
| 10Y | +155.3% | +154.0% | +1.4% | +93.9% |
| All | +1,312.1% | +3,492.4% | -2,180.2% | +604.1% |
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 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