+1,740.7%
GE vs BWA
+3,492.4%
-1,751.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.1% |
| 7D | -1.6% | +5.7% | -7.3% | -3.6% |
| 30D | -11.6% | +1.4% | -13.0% | -12.2% |
| 3M | +3.0% | -12.1% | +15.1% | +7.4% |
| 6M | -0.5% | +28.6% | -29.1% | -10.5% |
| YTD | +9.7% | +51.1% | -41.4% | -8.7% |
| 1Y | +20.0% | +55.9% | -35.8% | -1.9% |
| 3Y | +275.8% | +70.1% | +205.7% | +187.2% |
| 5Y | +429.1% | +90.7% | +338.4% | +280.7% |
| 10Y | +151.2% | +154.0% | -2.8% | +56.6% |
| All | +1,740.7% | +3,492.4% | -1,751.6% | +397.8% |
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