+119.8%
NDAQ vs BWA
+64.1%
+55.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +2.9% | -2.4% | +5.3% | +3.0% |
| 30D | +17.5% | -17.7% | +35.2% | +19.1% |
| 3M | +15.4% | -27.0% | +42.4% | +18.1% |
| 6M | +24.6% | -17.3% | +41.9% | +25.5% |
| YTD | +14.4% | +12.9% | +1.6% | +8.1% |
| 1Y | +26.9% | +12.9% | +14.0% | +19.9% |
| 3Y | +119.8% | +62.1% | +57.7% | +86.1% |
| All | +119.8% | +64.1% | +55.7% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling