+11.7%
PL vs BWA
+12.4%
-0.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.8% |
| 7D | +22.3% | +7.3% | +15.0% | +18.3% |
| 30D | -8.3% | -15.8% | +7.5% | -0.5% |
| 3M | -43.3% | -25.7% | -17.5% | -35.1% |
| 6M | -65.8% | -19.6% | -46.2% | -60.7% |
| YTD | -29.5% | +14.1% | -43.6% | -35.0% |
| 1Y | +11.7% | +12.2% | -0.4% | +5.8% |
| All | +11.7% | +12.4% | -0.7% | +5.8% |
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