+25.6%
RCL vs BWA
-20.4%
+45.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.7% |
| 7D | +6.5% | -5.5% | +12.0% | +8.0% |
| 30D | +15.9% | -21.7% | +37.6% | +23.7% |
| 3M | +2.7% | -25.6% | +28.3% | +10.7% |
| All | +25.6% | -20.4% | +45.9% | +34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling