-22.1%
FPS vs BWA
+3.3%
-25.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.4% | +10.6% | +11.2% |
| 7D | -8.0% | -0.6% | -7.4% | -6.3% |
| 30D | -43.5% | -16.1% | -27.5% | -34.2% |
| 3M | -41.6% | -24.6% | -17.0% | -26.7% |
| 6M | -44.0% | -15.7% | -28.3% | -33.0% |
| All | -22.1% | +3.3% | -25.3% | -14.5% |
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