+12,471.5%
FIX vs BWA
+1,587.3%
+10,884.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +0.7% |
| 7D | +6.0% | +5.7% | +0.4% | +3.5% |
| 30D | -7.2% | +1.4% | -8.7% | -7.9% |
| 3M | -15.9% | -12.1% | -3.8% | -11.0% |
| 6M | +12.7% | +28.6% | -15.8% | +1.3% |
| YTD | +72.8% | +51.1% | +21.7% | +42.8% |
| 1Y | +122.9% | +55.9% | +67.0% | +81.3% |
| 3Y | +774.3% | +70.1% | +704.2% | +566.0% |
| 5Y | +2,049.5% | +90.7% | +1,958.8% | +1,419.8% |
| 10Y | +5,821.5% | +154.0% | +5,667.5% | +3,411.1% |
| All | +12,471.5% | +1,587.3% | +10,884.2% | +3,268.2% |
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