+3,554.7%
RBA vs BWA
+1,262.8%
+2,291.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.3% |
| 7D | -2.9% | +5.7% | -8.6% | -4.1% |
| 30D | -12.3% | +1.4% | -13.7% | -12.7% |
| 3M | -20.5% | -12.1% | -8.4% | -18.8% |
| 6M | -18.5% | +28.6% | -47.1% | -23.8% |
| YTD | -18.2% | +51.1% | -69.3% | -27.0% |
| 1Y | -27.5% | +55.9% | -83.4% | -35.9% |
| 3Y | +38.1% | +70.1% | -32.1% | +17.4% |
| 5Y | +44.8% | +90.7% | -45.9% | +17.9% |
| 10Y | +187.1% | +154.0% | +33.2% | +108.6% |
| All | +3,554.7% | +1,262.8% | +2,291.9% | +1,788.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling