-50.7%
IT vs BWA
+69.7%
-120.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.9% | -5.5% | -7.3% |
| 7D | -9.1% | +4.3% | -13.4% | -9.4% |
| 30D | -7.0% | -2.9% | -4.1% | -6.9% |
| 3M | +7.6% | -12.4% | +20.1% | +9.3% |
| 6M | +2.1% | +28.6% | -26.4% | -3.4% |
| YTD | -31.6% | +48.2% | -79.8% | -38.7% |
| 1Y | -29.9% | +50.9% | -80.8% | -37.7% |
| All | -50.7% | +69.7% | -120.4% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling