+108.5%
RF vs BWA
+51.7%
+56.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.2% |
| 7D | -0.9% | -5.5% | +4.6% | +0.8% |
| 30D | +6.0% | -21.7% | +27.8% | +14.6% |
| 3M | -8.9% | -25.6% | +16.7% | -0.1% |
| 6M | +2.3% | -17.4% | +19.8% | +6.2% |
| YTD | +7.6% | +9.2% | -1.6% | -4.5% |
| 1Y | +21.2% | +9.7% | +11.4% | +7.1% |
| 3Y | +108.5% | +54.6% | +53.9% | +43.9% |
| All | +108.5% | +51.7% | +56.8% | +43.9% |
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