-54.1%
IT vs BWA
+64.1%
-118.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | -7.5% | -2.4% | -5.1% | -7.4% |
| 30D | -1.2% | -17.7% | +16.5% | -0.3% |
| 3M | -2.2% | -27.0% | +24.8% | -0.7% |
| 6M | +19.1% | -17.3% | +36.4% | +18.1% |
| YTD | -25.1% | +12.9% | -38.0% | -32.5% |
| 1Y | -17.4% | +12.9% | -30.3% | -25.6% |
| 3Y | -54.1% | +62.1% | -116.2% | -63.1% |
| All | -54.1% | +64.1% | -118.2% | -63.1% |
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