+1,027.6%
FIX vs BWA
+27.4%
+1,000.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | +4.3% | +5.2% | +7.4% |
| 30D | -27.8% | -13.0% | -14.8% | -22.3% |
| 3M | -35.6% | -24.8% | -10.7% | -25.8% |
| 6M | -45.2% | -23.5% | -21.7% | -37.5% |
| YTD | +19.5% | +13.8% | +5.6% | +12.9% |
| 1Y | +24.2% | +13.4% | +10.8% | +17.5% |
| 3Y | +494.2% | +62.8% | +431.4% | +363.8% |
| All | +1,027.6% | +27.4% | +1,000.1% | +821.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling