-52.0%
FIG vs BWA
+12.3%
-64.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +3.4% | +4.3% | -0.9% | +4.2% |
| 30D | -9.5% | -13.0% | +3.6% | -13.1% |
| 3M | -26.2% | -24.8% | -1.4% | -32.0% |
| 6M | +2.7% | -23.5% | +26.2% | -3.6% |
| YTD | -48.0% | +13.8% | -61.8% | -54.8% |
| 1Y | -52.0% | +13.4% | -65.5% | -58.3% |
| All | -52.0% | +12.3% | -64.3% | -58.3% |
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