-84.0%
OPEN vs BWA
+91.4%
-175.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -1.6% |
| 7D | -4.3% | +5.7% | -9.9% | -8.5% |
| 30D | -16.2% | +1.4% | -17.6% | -17.4% |
| 3M | -36.4% | -12.1% | -24.3% | -30.4% |
| 6M | -35.5% | +28.6% | -64.0% | -50.6% |
| YTD | -46.0% | +51.1% | -97.1% | -67.0% |
| 1Y | -47.1% | +55.9% | -103.0% | -68.5% |
| 3Y | -19.0% | +70.1% | -89.2% | -56.4% |
| All | -84.0% | +91.4% | -175.4% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling