+6,045.6%
IT vs BWA
+3,528.1%
+2,517.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.6% |
| 7D | -6.0% | +5.7% | -11.7% | -7.9% |
| 30D | 0.0% | +1.4% | -1.4% | -0.9% |
| 3M | +13.1% | -12.1% | +25.2% | +16.5% |
| 6M | +11.7% | +28.6% | -16.9% | -1.0% |
| YTD | -26.1% | +51.1% | -77.2% | -39.4% |
| 1Y | -21.3% | +55.9% | -77.1% | -36.3% |
| 3Y | -46.7% | +70.1% | -116.9% | -59.5% |
| 5Y | -40.5% | +90.7% | -131.2% | -57.7% |
| 10Y | +103.9% | +154.0% | -50.1% | +21.1% |
| All | +6,045.6% | +3,528.1% | +2,517.5% | +1,349.8% |
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