-55.8%
FIG vs BWA
+59.1%
-114.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.1% | -3.6% |
| 7D | -16.3% | +5.7% | -22.0% | -14.9% |
| 30D | -14.3% | +1.4% | -15.7% | -13.8% |
| 3M | +7.2% | -12.1% | +19.2% | +6.0% |
| 6M | -18.6% | +28.6% | -47.2% | -15.8% |
| YTD | -35.5% | +51.1% | -86.5% | -37.7% |
| 1Y | -55.8% | +55.9% | -111.7% | -58.7% |
| All | -55.8% | +59.1% | -114.9% | -58.7% |
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 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