+9.9%
IR vs BWA
+12.4%
-2.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +4.3% | +7.3% | -3.0% | +2.7% |
| 30D | +8.1% | -15.8% | +23.9% | +11.9% |
| 3M | +0.7% | -25.7% | +26.4% | +6.9% |
| 6M | +16.6% | -19.6% | +36.2% | +20.7% |
| YTD | +7.8% | +14.1% | -6.3% | -7.4% |
| 1Y | +9.9% | +12.2% | -2.2% | -4.7% |
| All | +9.9% | +12.4% | -2.5% | -4.7% |
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