+6,262.5%
IT vs BWA
+2,653.6%
+3,609.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | -6.8% | +1.7% | -8.6% | -7.5% |
| 30D | -0.6% | -14.6% | +14.0% | +4.6% |
| 3M | +3.1% | -26.2% | +29.3% | +13.3% |
| 6M | +25.5% | -18.4% | +43.9% | +30.6% |
| YTD | -23.5% | +14.7% | -38.2% | -31.4% |
| 1Y | -16.6% | +13.3% | -30.0% | -25.1% |
| 3Y | -53.1% | +64.7% | -117.8% | -64.2% |
| 5Y | -41.4% | +32.2% | -73.6% | -52.8% |
| 10Y | +90.9% | +96.8% | -5.9% | +23.4% |
| All | +6,262.5% | +2,653.6% | +3,609.0% | +1,539.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling