-27.4%
ON vs BWA
+72.9%
-100.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.1% |
| 7D | -2.2% | +4.3% | -6.4% | -5.0% |
| 30D | -12.4% | -2.9% | -9.5% | -10.7% |
| 3M | -41.2% | -12.4% | -28.8% | -35.2% |
| 6M | +25.0% | +28.6% | -3.6% | +8.5% |
| YTD | +31.3% | +48.2% | -17.0% | +0.9% |
| 1Y | +45.4% | +50.9% | -5.5% | +9.9% |
| 3Y | -27.4% | +72.2% | -99.6% | -55.1% |
| All | -27.4% | +72.9% | -100.3% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling