-46.3%
IT vs BWA
+89.5%
-135.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -9.1% | +0.1% | -9.3% | -9.2% |
| 30D | -12.2% | -5.6% | -6.6% | -11.3% |
| 3M | +7.8% | -10.7% | +18.5% | +9.9% |
| 6M | +2.0% | +23.2% | -21.2% | -5.7% |
| YTD | -32.7% | +46.0% | -78.7% | -42.2% |
| 1Y | -31.1% | +51.2% | -82.3% | -41.6% |
| 3Y | -52.1% | +69.6% | -121.6% | -62.0% |
| 5Y | -46.3% | +86.6% | -132.9% | -62.0% |
| All | -46.3% | +89.5% | -135.8% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling