-2.7%
MSCI vs BWA
+53.0%
-55.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -4.0% |
| 7D | -2.1% | +4.3% | -6.4% | -1.6% |
| 30D | -1.7% | -2.9% | +1.2% | -2.0% |
| 3M | -8.2% | -12.4% | +4.2% | -8.5% |
| 6M | -2.4% | +28.6% | -31.0% | -1.3% |
| YTD | -2.8% | +48.2% | -51.0% | -4.8% |
| 1Y | -2.7% | +50.9% | -53.6% | -5.1% |
| All | -2.7% | +53.0% | -55.7% | -5.1% |
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 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