-6.5%
IR vs BWA
+53.0%
-59.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | +0.6% | +4.3% | -3.7% | -0.3% |
| 30D | -13.6% | -2.9% | -10.7% | -13.1% |
| 3M | +3.7% | -12.4% | +16.1% | +6.8% |
| 6M | -13.1% | +28.6% | -41.6% | -19.4% |
| YTD | -5.1% | +48.2% | -53.3% | -22.3% |
| 1Y | -6.5% | +50.9% | -57.4% | -24.2% |
| All | -6.5% | +53.0% | -59.5% | -24.2% |
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