+12.4%
O vs BWA
+34.0%
-21.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.1% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +10.3% | -16.1% | +26.4% | +12.7% |
| 3M | -3.5% | -24.6% | +21.2% | -0.1% |
| 6M | -1.3% | -15.7% | +14.4% | -0.1% |
| YTD | +10.3% | +15.1% | -4.7% | +5.1% |
| 1Y | +10.4% | +15.9% | -5.5% | +4.9% |
| 3Y | +40.0% | +67.1% | -27.1% | +22.1% |
| 5Y | +12.4% | +34.7% | -22.4% | -1.1% |
| All | +12.4% | +34.0% | -21.6% | -1.1% |
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 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