+25.5%
IT vs BWA
-16.4%
+41.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.8% |
| 7D | -6.8% | +1.7% | -8.6% | -6.2% |
| 30D | -0.6% | -14.6% | +14.0% | -7.2% |
| 3M | +3.1% | -26.2% | +29.3% | -11.0% |
| 6M | +25.5% | -18.4% | +43.9% | +18.6% |
| All | +25.5% | -16.4% | +41.9% | +18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling