+621.7%
MOD vs BWA
+2,496.1%
-1,874.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +3.9% |
| 7D | -25.5% | -5.5% | -20.1% | -22.2% |
| 30D | -49.0% | -21.7% | -27.3% | -39.0% |
| 3M | -49.8% | -25.6% | -24.2% | -38.0% |
| 6M | -64.8% | -17.4% | -47.3% | -59.3% |
| YTD | -27.6% | +9.2% | -36.8% | -32.5% |
| 1Y | -35.2% | +9.7% | -44.9% | -39.7% |
| 3Y | +137.1% | +54.6% | +82.5% | +74.0% |
| 5Y | +760.3% | +26.8% | +733.5% | +615.9% |
| 10Y | +938.8% | +89.0% | +849.8% | +551.8% |
| All | +621.7% | +2,496.1% | -1,874.4% | +61.2% |
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