+27.4%
M vs BWA
+91.4%
-64.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.0% |
| 7D | +4.7% | +5.7% | -0.9% | +1.5% |
| 30D | -9.6% | +1.4% | -11.1% | -10.7% |
| 3M | +0.9% | -12.1% | +12.9% | +7.7% |
| 6M | +22.3% | +28.6% | -6.3% | +2.4% |
| YTD | +6.5% | +51.1% | -44.6% | -22.2% |
| 1Y | +38.8% | +55.9% | -17.1% | -0.9% |
| 3Y | +115.9% | +70.1% | +45.8% | +40.3% |
| All | +27.4% | +91.4% | -64.0% | -33.1% |
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