+582.7%
MOD vs BWA
+2,428.1%
-1,845.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.7% | -1.6% | -3.3% |
| 7D | -34.2% | -10.8% | -23.3% | -28.3% |
| 30D | -51.9% | -25.0% | -26.9% | -40.8% |
| 3M | -53.0% | -28.6% | -24.4% | -40.3% |
| 6M | -66.4% | -16.6% | -49.8% | -61.4% |
| YTD | -31.5% | +6.3% | -37.9% | -35.0% |
| 1Y | -39.6% | +7.2% | -46.7% | -42.9% |
| 3Y | +116.8% | +48.2% | +68.6% | +63.7% |
| 5Y | +713.8% | +23.4% | +690.4% | +589.4% |
| 10Y | +882.7% | +84.0% | +798.7% | +527.6% |
| All | +582.7% | +2,428.1% | -1,845.3% | +55.2% |
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