+6,234.5%
IT vs BWA
+2,633.7%
+3,600.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.1% | +4.3% | -3.2% | -0.4% |
| 30D | -1.8% | -13.0% | +11.2% | +2.6% |
| 3M | +4.8% | -24.8% | +29.6% | +14.4% |
| 6M | +33.0% | -23.5% | +56.5% | +41.9% |
| YTD | -23.8% | +13.8% | -37.7% | -31.6% |
| 1Y | -16.5% | +13.4% | -30.0% | -25.0% |
| 3Y | -53.6% | +62.8% | -116.4% | -64.4% |
| 5Y | -42.1% | +28.5% | -70.6% | -52.9% |
| 10Y | +90.1% | +95.4% | -5.3% | +23.2% |
| All | +6,234.5% | +2,633.7% | +3,600.8% | +1,536.2% |
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