+14.9%
FANG vs BWA
+23.7%
-8.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +2.4% | -5.6% | +8.0% | +1.9% |
| 3M | +4.9% | -10.7% | +15.6% | +4.1% |
| All | +14.9% | +23.7% | -8.8% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling