-42.7%
FIS vs BWA
+48.6%
-91.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.7% |
| 7D | -9.1% | +0.1% | -9.2% | -9.0% |
| 30D | -10.4% | -5.6% | -4.9% | -11.3% |
| 3M | -3.7% | -10.7% | +7.0% | -4.6% |
| 6M | -24.8% | +23.2% | -47.9% | -23.2% |
| YTD | -41.6% | +46.0% | -87.6% | -43.5% |
| 1Y | -42.7% | +51.2% | -93.9% | -45.4% |
| All | -42.7% | +48.6% | -91.4% | -45.4% |
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