+0.5%
LOW vs BWA
+12.3%
-11.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +1.4% | +4.3% | -2.8% | +1.0% |
| 30D | +21.7% | -13.0% | +34.7% | +23.4% |
| 3M | +5.0% | -24.8% | +29.8% | +8.3% |
| 6M | +4.6% | -23.5% | +28.1% | +6.8% |
| YTD | -3.5% | +13.8% | -17.3% | -11.8% |
| 1Y | +0.5% | +13.4% | -12.9% | -8.1% |
| All | +0.5% | +12.3% | -11.7% | -8.1% |
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