-35.5%
FLNC vs BWA
+30.2%
-65.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | -20.0% | -5.6% | -14.4% | -16.1% |
| 3M | -56.9% | -10.7% | -46.2% | -52.4% |
| 6M | -35.5% | +23.2% | -58.7% | -40.9% |
| All | -35.5% | +30.2% | -65.7% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling