+291.3%
IR vs BWA
+112.5%
+178.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | 0.0% |
| 7D | -2.8% | +5.7% | -8.5% | -5.4% |
| 30D | -15.1% | +1.4% | -16.5% | -16.0% |
| 3M | +6.1% | -12.1% | +18.2% | +11.8% |
| 6M | -16.8% | +28.6% | -45.4% | -27.8% |
| YTD | -3.5% | +51.1% | -54.6% | -24.8% |
| 1Y | -3.5% | +55.9% | -59.4% | -26.1% |
| 3Y | +9.5% | +70.1% | -60.7% | -22.8% |
| 5Y | +45.1% | +90.7% | -45.6% | -7.5% |
| All | +291.3% | +112.5% | +178.8% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling