+44.6%
FE vs BWA
+51.7%
-7.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.5% |
| 7D | -1.0% | -5.5% | +4.4% | -0.8% |
| 30D | +4.1% | -21.7% | +25.9% | +5.1% |
| 3M | -1.0% | -25.6% | +24.6% | 0.0% |
| 6M | +4.0% | -17.4% | +21.4% | +4.3% |
| YTD | +6.8% | +9.2% | -2.4% | +4.4% |
| 1Y | +5.3% | +9.7% | -4.5% | +2.8% |
| 3Y | +44.6% | +54.6% | -10.1% | +34.2% |
| All | +44.6% | +51.7% | -7.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling