+403.1%
PL vs BWA
+47.7%
+355.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.7% | -4.4% | -6.2% |
| 7D | -20.5% | -10.8% | -9.7% | -13.8% |
| 30D | -38.8% | -25.0% | -13.8% | -25.4% |
| 3M | -49.1% | -28.6% | -20.5% | -36.3% |
| 6M | -69.4% | -16.6% | -52.8% | -64.6% |
| YTD | -42.3% | +6.3% | -48.7% | -48.3% |
| 1Y | -14.2% | +7.2% | -21.4% | -23.5% |
| All | +403.1% | +47.7% | +355.4% | +217.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling