+13,496.9%
LOW vs BWA
+2,612.1%
+10,884.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.1% | +7.3% | -7.2% | -2.4% |
| 30D | +21.3% | -15.8% | +37.1% | +28.4% |
| 3M | +6.0% | -25.7% | +31.7% | +16.9% |
| 6M | +2.6% | -19.6% | +22.2% | +8.7% |
| YTD | -3.6% | +14.1% | -17.7% | -11.6% |
| 1Y | -1.0% | +12.2% | -13.1% | -8.7% |
| 3Y | +24.2% | +63.8% | -39.7% | -2.4% |
| 5Y | +6.3% | +28.7% | -22.4% | -11.4% |
| 10Y | +294.1% | +95.8% | +198.3% | +163.3% |
| All | +13,496.9% | +2,612.1% | +10,884.8% | +3,222.3% |
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