-79.1%
FIG vs BWA
+90.4%
-169.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.1% | -3.5% |
| 7D | -16.3% | +5.7% | -22.0% | -14.8% |
| 30D | -14.3% | +1.4% | -15.7% | -13.8% |
| 3M | +7.2% | -12.1% | +19.2% | +5.7% |
| 6M | -18.6% | +28.6% | -47.2% | -15.1% |
| YTD | -35.5% | +51.1% | -86.5% | -35.2% |
| 1Y | -55.8% | +55.9% | -111.7% | -56.9% |
| All | -79.1% | +90.4% | -169.5% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling