+9.7%
GE vs BWA
+12.3%
-2.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.7% | +4.3% | -1.6% | +1.8% |
| 30D | +8.1% | -13.0% | +21.1% | +10.8% |
| 3M | -7.9% | -24.8% | +17.0% | -3.1% |
| 6M | +12.9% | -23.5% | +36.4% | +17.5% |
| YTD | +8.2% | +13.8% | -5.7% | +2.6% |
| 1Y | +9.7% | +13.4% | -3.8% | +4.0% |
| All | +9.7% | +12.3% | -2.6% | +4.0% |
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