+3.9%
P vs BWA
+10.1%
-6.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.1% |
| 7D | -23.8% | -5.5% | -18.3% | -21.2% |
| 30D | -36.6% | -21.7% | -14.9% | -28.4% |
| 3M | +10.9% | -25.6% | +36.5% | +28.2% |
| 6M | +30.0% | -17.4% | +47.4% | +44.9% |
| YTD | +44.4% | +9.2% | +35.2% | +33.7% |
| 1Y | +3.9% | +9.7% | -5.8% | -4.8% |
| All | +3.9% | +10.1% | -6.1% | -4.8% |
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 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