+15.4%
IWM vs BWA
+12.4%
+3.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.8% | +7.3% | -4.5% | +1.4% |
| 30D | +0.6% | -15.8% | +16.4% | +3.7% |
| 3M | -7.8% | -25.7% | +18.0% | -2.9% |
| 6M | -1.0% | -19.6% | +18.6% | +2.7% |
| YTD | +13.9% | +14.1% | -0.2% | +5.9% |
| 1Y | +15.4% | +12.2% | +3.3% | +8.0% |
| All | +15.4% | +12.4% | +3.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling