+112.5%
NET vs BWA
+91.4%
+21.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -3.2% |
| 7D | -7.0% | +5.7% | -12.6% | -9.4% |
| 30D | -4.8% | +1.4% | -6.2% | -5.5% |
| 3M | +3.8% | -12.1% | +15.9% | +9.6% |
| 6M | +50.0% | +28.6% | +21.5% | +29.0% |
| YTD | +41.5% | +51.1% | -9.6% | +8.4% |
| 1Y | +32.8% | +55.9% | -23.0% | -1.2% |
| 3Y | +335.9% | +70.1% | +265.8% | +194.5% |
| All | +112.5% | +91.4% | +21.1% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling