+26.2%
MAR vs BWA
+59.1%
-32.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.4% |
| 7D | -4.2% | +5.7% | -9.8% | -5.2% |
| 30D | -6.7% | +1.4% | -8.1% | -7.1% |
| 3M | -12.5% | -12.1% | -0.4% | -10.4% |
| 6M | +0.6% | +28.6% | -28.0% | -6.3% |
| YTD | +9.1% | +51.1% | -42.0% | -6.4% |
| 1Y | +26.2% | +55.9% | -29.7% | +6.0% |
| All | +26.2% | +59.1% | -32.9% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling