+13,447.0%
GOOG vs BWA
+732.4%
+12,714.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +1.1% | +4.3% | -3.2% | -0.3% |
| 30D | -5.1% | -2.9% | -2.2% | -4.4% |
| 3M | -7.1% | -12.4% | +5.3% | -3.9% |
| 6M | +12.7% | +28.6% | -15.9% | +2.8% |
| YTD | +7.1% | +48.2% | -41.1% | -8.1% |
| 1Y | +43.6% | +50.9% | -7.3% | +22.2% |
| 3Y | +146.8% | +72.2% | +74.6% | +95.4% |
| 5Y | +133.7% | +91.1% | +42.6% | +75.2% |
| 10Y | +773.3% | +144.0% | +629.3% | +458.9% |
| All | +13,447.0% | +732.4% | +12,714.5% | +4,877.1% |
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