+128.3%
GOOGL vs BWA
+64.3%
+64.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +5.7% | +7.3% | -1.6% | +4.5% |
| 30D | -15.6% | -15.8% | +0.2% | -13.3% |
| 3M | -13.0% | -25.7% | +12.7% | -9.2% |
| 6M | -22.8% | -19.6% | -3.2% | -20.9% |
| YTD | -4.4% | +14.1% | -18.4% | -9.3% |
| 1Y | +4.5% | +12.2% | -7.7% | -0.6% |
| All | +128.3% | +64.3% | +64.0% | +94.4% |
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