-26.6%
IT vs BWA
+54.1%
-80.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.7% |
| 7D | -12.7% | -0.1% | -12.6% | -12.7% |
| 30D | -8.9% | -5.5% | -3.4% | -9.7% |
| 3M | +10.1% | -7.6% | +17.8% | +10.1% |
| 6M | +7.3% | +25.0% | -17.7% | +8.2% |
| YTD | -32.4% | +47.0% | -79.3% | -35.6% |
| 1Y | -26.6% | +54.0% | -80.6% | -31.8% |
| All | -26.6% | +54.1% | -80.7% | -31.8% |
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 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