+145.8%
GOOG vs BWA
+70.7%
+75.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.3% |
| 7D | 0.0% | -1.3% | +1.4% | +0.2% |
| 30D | -2.0% | -2.9% | +1.0% | -1.6% |
| 3M | -5.9% | -10.7% | +4.9% | -4.3% |
| 6M | +8.9% | +26.5% | -17.6% | +4.0% |
| YTD | +7.1% | +49.1% | -42.0% | -1.8% |
| 1Y | +39.7% | +52.1% | -12.4% | +27.3% |
| 3Y | +145.8% | +72.6% | +73.3% | +110.1% |
| All | +145.8% | +70.7% | +75.1% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling