+13,513.0%
LOW vs BWA
+2,606.8%
+10,906.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.4% | +4.3% | -2.8% | -0.1% |
| 30D | +21.7% | -13.0% | +34.7% | +27.4% |
| 3M | +5.0% | -24.8% | +29.8% | +15.3% |
| 6M | +4.6% | -23.5% | +28.1% | +13.0% |
| YTD | -3.5% | +13.8% | -17.3% | -11.4% |
| 1Y | +0.5% | +13.4% | -12.9% | -7.8% |
| 3Y | +24.8% | +62.8% | -38.0% | -1.6% |
| 5Y | +6.5% | +28.5% | -22.0% | -11.2% |
| 10Y | +294.6% | +95.4% | +199.2% | +163.8% |
| All | +13,513.0% | +2,606.8% | +10,906.3% | +3,228.5% |
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