+3.3%
RF vs BWA
-15.7%
+19.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | -1.9% |
| 7D | -1.6% | -10.8% | +9.2% | -1.1% |
| 30D | +5.0% | -25.0% | +30.0% | +6.5% |
| 3M | -10.0% | -28.6% | +18.7% | -8.7% |
| 6M | +3.3% | -16.6% | +19.9% | +4.4% |
| All | +3.3% | -15.7% | +19.1% | +4.4% |
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 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