-51.1%
FIS vs BWA
+17.4%
-68.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -2.5% | -21.1% | -24.0% |
| 7D | -18.4% | -9.9% | -8.5% | -19.9% |
| 30D | -11.4% | -16.4% | +5.0% | -13.9% |
| 3M | -32.0% | -19.8% | -12.1% | -34.2% |
| 6M | -35.6% | -10.0% | -25.6% | -36.8% |
| YTD | -53.8% | +12.7% | -66.5% | -57.2% |
| 1Y | -51.1% | +15.7% | -66.7% | -55.3% |
| All | -51.1% | +17.4% | -68.4% | -55.3% |
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