+6.5%
FIX vs BWA
+10.1%
-3.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.8% | +3.8% |
| 7D | -17.5% | -5.5% | -12.0% | -14.2% |
| 30D | -41.6% | -21.7% | -19.8% | -32.6% |
| 3M | -40.6% | -25.6% | -15.0% | -29.7% |
| 6M | -49.4% | -17.4% | -31.9% | -42.6% |
| YTD | +9.2% | +9.2% | 0.0% | +4.5% |
| 1Y | +6.5% | +9.7% | -3.3% | +1.5% |
| All | +6.5% | +10.1% | -3.6% | +1.5% |
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