+13.7%
O vs BWA
+88.6%
-74.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -0.6% | +4.3% | -4.8% | -1.1% |
| 30D | -2.0% | -2.9% | +0.9% | -1.7% |
| 3M | +3.0% | -12.4% | +15.4% | +4.7% |
| 6M | -3.6% | +28.6% | -32.2% | -8.0% |
| YTD | +12.1% | +48.2% | -36.2% | +3.7% |
| 1Y | +8.9% | +50.9% | -42.0% | +0.3% |
| 3Y | +30.3% | +72.2% | -41.8% | +15.6% |
| 5Y | +13.7% | +91.1% | -77.3% | -3.5% |
| All | +13.7% | +88.6% | -74.9% | -3.5% |
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