-16.8%
IR vs BWA
+24.4%
-41.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.5% |
| 7D | -2.8% | +5.7% | -8.5% | -4.4% |
| 30D | -15.1% | +1.4% | -16.5% | -15.6% |
| 3M | +6.1% | -12.1% | +18.2% | +10.8% |
| 6M | -16.8% | +28.6% | -45.4% | -31.9% |
| All | -16.8% | +24.4% | -41.2% | -31.9% |
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 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