+180.5%
PL vs BWA
+59.1%
+121.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.0% | -2.4% |
| 7D | -9.3% | +5.7% | -15.0% | -11.5% |
| 30D | -18.9% | +1.4% | -20.3% | -19.5% |
| 3M | -58.4% | -12.1% | -46.3% | -56.0% |
| 6M | -30.3% | +28.6% | -58.9% | -31.5% |
| YTD | -8.1% | +51.1% | -59.2% | -23.0% |
| 1Y | +180.5% | +55.9% | +124.6% | +136.8% |
| All | +180.5% | +59.1% | +121.4% | +136.8% |
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