+0.6%
NDAQ vs BWA
+48.6%
-48.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.5% |
| 30D | -1.5% | -5.6% | +4.1% | -1.8% |
| 3M | +8.0% | -10.7% | +18.7% | +7.6% |
| 6M | +7.7% | +23.2% | -15.4% | +9.1% |
| YTD | -2.3% | +46.0% | -48.3% | -4.4% |
| 1Y | +0.6% | +51.2% | -50.6% | -2.3% |
| All | +0.6% | +48.6% | -48.1% | -2.3% |
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