+7.8%
LOW vs BWA
+89.5%
-81.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -9.3% | -5.6% | -3.7% | -7.8% |
| 3M | -8.1% | -10.7% | +2.6% | -5.3% |
| 6M | -19.8% | +23.2% | -42.9% | -26.3% |
| YTD | -16.4% | +46.0% | -62.4% | -28.8% |
| 1Y | -24.7% | +51.2% | -75.8% | -36.9% |
| 3Y | -8.8% | +69.6% | -78.4% | -28.7% |
| 5Y | +7.8% | +86.6% | -78.8% | -22.0% |
| All | +7.8% | +89.5% | -81.7% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling