-32.5%
INTU vs BWA
+65.3%
-97.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.3% | -0.9% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | +11.7% | -16.1% | +27.8% | +11.8% |
| 3M | +4.5% | -24.6% | +29.1% | +4.5% |
| 6M | -13.9% | -15.7% | +1.8% | -14.5% |
| YTD | -48.2% | +15.1% | -63.3% | -52.0% |
| 1Y | -47.1% | +15.9% | -63.0% | -51.1% |
| 3Y | -32.5% | +67.1% | -99.6% | -45.9% |
| All | -32.5% | +65.3% | -97.8% | -45.9% |
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