+415.3%
PR vs BWA
+91.4%
+323.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.6% |
| 7D | +2.9% | +5.7% | -2.8% | +0.7% |
| 30D | +18.0% | +1.4% | +16.6% | +17.1% |
| 3M | +16.9% | -12.1% | +28.9% | +22.0% |
| 6M | +28.2% | +28.6% | -0.4% | +12.6% |
| YTD | +69.3% | +51.1% | +18.2% | +34.0% |
| 1Y | +69.5% | +55.9% | +13.6% | +30.9% |
| 3Y | +81.7% | +70.1% | +11.6% | +28.6% |
| All | +415.3% | +91.4% | +323.9% | +219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling