+24.7%
LOW vs BWA
+64.3%
-39.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.1% | +7.3% | -7.2% | -1.7% |
| 30D | +21.3% | -15.8% | +37.1% | +26.5% |
| 3M | +6.0% | -25.7% | +31.7% | +14.1% |
| 6M | +2.6% | -19.6% | +22.2% | +6.6% |
| YTD | -3.6% | +14.1% | -17.7% | -13.3% |
| 1Y | -1.0% | +12.2% | -13.1% | -10.5% |
| All | +24.7% | +64.3% | -39.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling