+4.7%
FE vs BWA
+9.8%
-5.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.4% |
| 7D | 0.0% | -5.5% | +5.4% | -0.2% |
| 30D | +5.2% | -21.7% | +26.9% | +4.5% |
| 3M | 0.0% | -25.6% | +25.6% | -0.8% |
| 6M | +5.0% | -17.4% | +22.5% | +4.5% |
| YTD | +7.9% | +9.2% | -1.3% | +7.8% |
| All | +4.7% | +9.8% | -5.1% | +4.8% |
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