+5.6%
IR vs BWA
-16.6%
+22.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.0% |
| 7D | +3.7% | -5.5% | +9.1% | +4.4% |
| 30D | +7.4% | -21.7% | +29.2% | +10.8% |
| 3M | -5.9% | -25.6% | +19.7% | -2.5% |
| 6M | +5.6% | -17.4% | +23.0% | +7.8% |
| All | +5.6% | -16.6% | +22.1% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling