+209.9%
ON vs BWA
+1,843.5%
-1,633.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.8% |
| 7D | +2.4% | +5.7% | -3.2% | -1.2% |
| 30D | -3.3% | +1.4% | -4.7% | -4.3% |
| 3M | -43.6% | -12.1% | -31.5% | -38.3% |
| 6M | +19.0% | +28.6% | -9.6% | +2.8% |
| YTD | +37.4% | +51.1% | -13.7% | +5.1% |
| 1Y | +54.8% | +55.9% | -1.1% | +15.6% |
| 3Y | -25.2% | +70.1% | -95.3% | -48.2% |
| 5Y | +62.7% | +90.7% | -28.0% | +5.4% |
| 10Y | +574.3% | +154.0% | +420.4% | +258.2% |
| All | +209.9% | +1,843.5% | -1,633.6% | -58.9% |
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