+12,044.5%
LOW vs BWA
+3,492.4%
+8,552.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | -1.7% | +5.7% | -7.4% | -3.7% |
| 30D | -7.0% | +1.4% | -8.4% | -7.7% |
| 3M | -0.9% | -12.1% | +11.2% | +2.8% |
| 6M | -20.1% | +28.6% | -48.6% | -28.2% |
| YTD | -13.9% | +51.1% | -65.0% | -28.1% |
| 1Y | -21.1% | +55.9% | -77.0% | -35.1% |
| 3Y | -6.6% | +70.1% | -76.8% | -27.4% |
| 5Y | +9.4% | +90.7% | -81.3% | -20.7% |
| 10Y | +220.5% | +154.0% | +66.5% | +95.7% |
| All | +12,044.5% | +3,492.4% | +8,552.1% | +2,600.5% |
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