+65.7%
INTC vs BWA
+65.2%
+0.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +6.5% |
| 7D | +7.3% | +1.7% | +5.6% | +6.5% |
| 30D | -38.3% | -14.6% | -23.7% | -31.8% |
| 3M | -36.0% | -26.2% | -9.8% | -23.6% |
| 6M | -51.7% | -18.4% | -33.3% | -44.8% |
| YTD | +69.4% | +14.7% | +54.7% | +59.5% |
| 1Y | +65.0% | +13.3% | +51.7% | +56.2% |
| All | +65.7% | +65.2% | +0.5% | +23.9% |
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