+7.3%
PL vs BWA
+15.7%
-8.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.4% | +9.1% | +11.6% |
| 7D | +10.9% | -0.6% | +11.5% | +11.5% |
| 30D | -16.4% | -16.1% | -0.3% | -9.2% |
| 3M | -39.9% | -24.6% | -15.3% | -31.9% |
| 6M | -63.2% | -15.7% | -47.5% | -58.2% |
| YTD | -27.1% | +15.1% | -42.2% | -32.3% |
| All | +7.3% | +15.7% | -8.4% | -3.3% |
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