+1,408.8%
MOD vs BWA
+3,492.4%
-2,083.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +2.4% |
| 7D | +9.6% | +5.7% | +3.9% | +5.5% |
| 30D | 0.0% | +1.4% | -1.4% | -0.9% |
| 3M | -35.4% | -12.1% | -23.3% | -29.1% |
| 6M | -7.3% | +28.6% | -35.8% | -20.8% |
| YTD | +45.8% | +51.1% | -5.3% | +7.9% |
| 1Y | +43.1% | +55.9% | -12.7% | +3.5% |
| 3Y | +297.7% | +70.1% | +227.5% | +169.0% |
| 5Y | +1,478.8% | +90.7% | +1,388.1% | +887.1% |
| 10Y | +1,633.4% | +154.0% | +1,479.4% | +781.2% |
| All | +1,408.8% | +3,492.4% | -2,083.6% | +167.5% |
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