+5,387.7%
O vs BWA
+3,846.3%
+1,541.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.6% |
| 7D | -0.7% | +5.7% | -6.4% | -2.3% |
| 30D | -1.9% | +1.4% | -3.3% | -2.5% |
| 3M | +3.8% | -12.1% | +15.9% | +6.7% |
| 6M | -4.7% | +28.6% | -33.3% | -12.6% |
| YTD | +12.5% | +51.1% | -38.6% | -2.5% |
| 1Y | +10.8% | +55.9% | -45.0% | -5.1% |
| 3Y | +28.8% | +70.1% | -41.4% | +4.4% |
| 5Y | +13.2% | +90.7% | -77.5% | -13.9% |
| 10Y | +53.5% | +154.0% | -100.5% | -1.1% |
| All | +5,387.7% | +3,846.3% | +1,541.5% | +1,790.4% |
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