-72.3%
FLNC vs BWA
+77.5%
-149.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.8% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -26.1% | -5.5% | -20.6% | -22.9% |
| 3M | -55.2% | -7.6% | -47.6% | -52.1% |
| 6M | -42.6% | +25.0% | -67.6% | -51.7% |
| YTD | -51.0% | +47.0% | -98.0% | -66.8% |
| 1Y | +43.3% | +54.0% | -10.6% | -7.2% |
| 3Y | -63.4% | +70.7% | -134.1% | -79.2% |
| All | -72.3% | +77.5% | -149.8% | -86.1% |
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 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