-7.0%
IBM vs BWA
+53.0%
-60.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.3% |
| 7D | +0.3% | +4.3% | -4.0% | +0.6% |
| 30D | -1.5% | -2.9% | +1.4% | -1.7% |
| 3M | -16.8% | -12.4% | -4.3% | -17.3% |
| 6M | -9.0% | +28.6% | -37.6% | -6.4% |
| YTD | -20.1% | +48.2% | -68.3% | -20.1% |
| 1Y | -7.0% | +50.9% | -57.9% | -7.1% |
| All | -7.0% | +53.0% | -60.0% | -7.1% |
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 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