+49.8%
FE vs BWA
+64.3%
-14.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -0.3% | +7.3% | -7.6% | -0.5% |
| 30D | +3.9% | -15.8% | +19.7% | +4.5% |
| 3M | -0.1% | -25.7% | +25.6% | +0.9% |
| 6M | +6.1% | -19.6% | +25.7% | +6.6% |
| YTD | +8.1% | +14.1% | -6.0% | +5.5% |
| 1Y | +4.4% | +12.2% | -7.7% | +2.1% |
| All | +49.8% | +64.3% | -14.5% | +38.7% |
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