+547.6%
P vs BWA
+58.3%
+489.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +17.8% | +7.3% | +10.5% | +14.1% |
| 30D | -29.9% | -15.8% | -14.0% | -23.5% |
| 3M | -1.2% | -25.7% | +24.6% | +13.8% |
| 6M | +32.1% | -19.6% | +51.7% | +46.7% |
| YTD | +64.3% | +14.1% | +50.2% | +52.8% |
| 1Y | +24.3% | +12.2% | +12.1% | +16.5% |
| 3Y | +203.2% | +63.8% | +139.4% | +131.2% |
| 5Y | +290.4% | +28.7% | +261.7% | +220.1% |
| 10Y | +680.9% | +95.8% | +585.1% | +378.2% |
| All | +547.6% | +58.3% | +489.4% | +291.8% |
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 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