+5,286.6%
O vs BWA
+2,847.7%
+2,438.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +3.5% | -2.4% | +6.0% | +4.1% |
| 30D | +10.4% | -17.7% | +28.1% | +16.1% |
| 3M | -2.4% | -27.0% | +24.6% | +5.7% |
| 6M | -1.2% | -17.3% | +16.1% | +2.4% |
| YTD | +10.4% | +12.9% | -2.5% | +3.2% |
| 1Y | +11.4% | +12.9% | -1.5% | +4.0% |
| 3Y | +40.4% | +62.1% | -21.7% | +14.9% |
| 5Y | +12.1% | +30.7% | -18.6% | -5.3% |
| 10Y | +82.7% | +89.2% | -6.4% | +27.3% |
| All | +5,286.6% | +2,847.7% | +2,438.9% | +1,901.5% |
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 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