+5,283.0%
O vs BWA
+2,905.6%
+2,377.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.7% |
| 7D | +3.3% | -0.6% | +3.9% | +3.3% |
| 30D | +10.3% | -16.1% | +26.4% | +15.4% |
| 3M | -3.5% | -24.6% | +21.2% | +3.7% |
| 6M | -1.3% | -15.7% | +14.4% | +1.8% |
| YTD | +10.3% | +15.1% | -4.7% | +2.6% |
| 1Y | +10.4% | +15.9% | -5.5% | +2.3% |
| 3Y | +40.0% | +67.1% | -27.1% | +13.6% |
| 5Y | +12.4% | +34.7% | -22.4% | -5.9% |
| 10Y | +78.2% | +99.5% | -21.3% | +22.2% |
| All | +5,283.0% | +2,905.6% | +2,377.4% | +1,889.6% |
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