+46.0%
ON vs BWA
+48.6%
-2.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.9% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -11.0% | -5.6% | -5.5% | -7.4% |
| 3M | -39.3% | -10.7% | -28.6% | -34.2% |
| 6M | +19.8% | +23.2% | -3.3% | +11.2% |
| YTD | +31.1% | +46.0% | -14.9% | +8.6% |
| 1Y | +46.0% | +51.2% | -5.2% | +17.6% |
| All | +46.0% | +48.6% | -2.7% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling