+1,449.6%
NET vs BWA
+114.9%
+1,334.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -2.7% |
| 7D | -7.0% | +5.7% | -12.6% | -8.4% |
| 30D | -4.8% | +1.4% | -6.2% | -5.2% |
| 3M | +3.8% | -12.1% | +15.9% | +7.3% |
| 6M | +50.0% | +28.6% | +21.5% | +37.9% |
| YTD | +41.5% | +51.1% | -9.6% | +22.6% |
| 1Y | +32.8% | +55.9% | -23.0% | +13.5% |
| 3Y | +335.9% | +70.1% | +265.8% | +251.4% |
| 5Y | +113.8% | +90.7% | +23.1% | +62.5% |
| All | +1,449.6% | +114.9% | +1,334.6% | +1,079.9% |
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