+9.1%
IR vs BWA
+17.4%
-8.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | +11.6% | -9.9% | +21.5% | +13.9% |
| 30D | +7.2% | -16.4% | +23.5% | +11.2% |
| 3M | -5.9% | -19.8% | +14.0% | -1.7% |
| 6M | +11.5% | -10.0% | +21.4% | +11.9% |
| YTD | +6.3% | +12.7% | -6.4% | -8.3% |
| 1Y | +9.1% | +15.7% | -6.6% | -7.4% |
| All | +9.1% | +17.4% | -8.3% | -7.4% |
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 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