-18.9%
EXE vs BWA
+17.4%
-36.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.9% |
| 7D | -4.7% | -9.9% | +5.2% | -4.7% |
| 30D | +1.0% | -16.4% | +17.4% | +0.9% |
| 3M | -5.6% | -19.8% | +14.2% | -5.7% |
| 6M | -12.3% | -10.0% | -2.3% | -12.7% |
| YTD | -19.5% | +12.7% | -32.2% | -21.0% |
| 1Y | -18.9% | +15.7% | -34.5% | -20.4% |
| All | -18.9% | +17.4% | -36.2% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling