+24.5%
Q vs BWA
+17.0%
+7.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +1.2% | +4.3% | -3.1% | -1.1% |
| 30D | -2.7% | -13.0% | +10.3% | +5.1% |
| 3M | -16.9% | -24.8% | +7.9% | -3.3% |
| 6M | -26.9% | -23.5% | -3.3% | -15.4% |
| YTD | +45.2% | +13.8% | +31.4% | +34.1% |
| 1Y | +38.1% | +13.4% | +24.7% | +28.0% |
| All | +24.5% | +17.0% | +7.5% | +12.4% |
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