+485.4%
P vs BWA
+109.7%
+375.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.1% |
| 7D | +6.5% | +5.7% | +0.9% | +3.8% |
| 30D | +18.8% | +1.4% | +17.4% | +18.0% |
| 3M | +26.7% | -12.1% | +38.8% | +34.6% |
| 6M | +62.2% | +28.6% | +33.6% | +44.1% |
| YTD | +48.5% | +51.1% | -2.6% | +20.8% |
| 1Y | +26.4% | +55.9% | -29.5% | +1.0% |
| 3Y | +159.4% | +70.1% | +89.3% | +92.2% |
| 5Y | +275.8% | +90.7% | +185.1% | +154.0% |
| 10Y | +732.0% | +154.0% | +578.0% | +347.6% |
| All | +485.4% | +109.7% | +375.7% | +209.6% |
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 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