-0.8%
F vs BWA
+10.1%
-10.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.7% |
| 7D | +1.6% | -5.5% | +7.0% | +3.6% |
| 30D | +2.6% | -21.7% | +24.4% | +12.4% |
| 3M | -8.8% | -25.6% | +16.8% | +1.7% |
| 6M | +4.6% | -17.4% | +22.1% | +13.0% |
| YTD | -1.9% | +9.2% | -11.1% | -7.5% |
| 1Y | -0.8% | +9.7% | -10.5% | -6.5% |
| All | -0.8% | +10.1% | -10.8% | -6.5% |
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 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