+14.5%
NET vs BWA
+17.4%
-2.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -2.4% |
| 7D | -16.4% | -9.9% | -6.5% | -15.8% |
| 30D | -25.8% | -16.4% | -9.5% | -25.0% |
| 3M | -11.5% | -19.8% | +8.3% | -10.3% |
| 6M | +18.9% | -10.0% | +28.9% | +20.6% |
| YTD | +35.2% | +12.7% | +22.5% | +31.0% |
| 1Y | +14.5% | +15.7% | -1.2% | +10.4% |
| All | +14.5% | +17.4% | -2.9% | +10.4% |
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