+2,666.5%
NDAQ vs BWA
+928.0%
+1,738.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | +2.9% | -2.4% | +5.3% | +3.6% |
| 30D | +17.5% | -17.7% | +35.2% | +25.3% |
| 3M | +15.4% | -27.0% | +42.4% | +27.8% |
| 6M | +24.6% | -17.3% | +41.9% | +30.3% |
| YTD | +14.4% | +12.9% | +1.6% | +4.1% |
| 1Y | +26.9% | +12.9% | +14.0% | +15.2% |
| 3Y | +119.8% | +62.1% | +57.7% | +68.5% |
| 5Y | +70.5% | +30.7% | +39.8% | +36.3% |
| 10Y | +475.8% | +89.2% | +386.6% | +247.5% |
| All | +2,666.5% | +928.0% | +1,738.5% | +753.3% |
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 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