-8.8%
IT vs BWA
+17.4%
-26.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +0.9% |
| 7D | -5.5% | -9.9% | +4.4% | -7.6% |
| 30D | +10.3% | -16.4% | +26.7% | +6.3% |
| 3M | +11.5% | -19.8% | +31.4% | +6.5% |
| 6M | +40.3% | -10.0% | +50.2% | +34.6% |
| YTD | -17.9% | +12.7% | -30.6% | -25.5% |
| 1Y | -8.8% | +15.7% | -24.5% | -18.2% |
| All | -8.8% | +17.4% | -26.2% | -18.2% |
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