+562.8%
RF vs BWA
+2,496.1%
-1,933.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.7% |
| 7D | -0.9% | -5.5% | +4.6% | +1.8% |
| 30D | +6.0% | -21.7% | +27.8% | +19.5% |
| 3M | -8.9% | -25.6% | +16.7% | +4.7% |
| 6M | +2.3% | -17.4% | +19.8% | +9.5% |
| YTD | +7.6% | +9.2% | -1.6% | -3.1% |
| 1Y | +21.2% | +9.7% | +11.4% | +8.6% |
| 3Y | +108.5% | +54.6% | +53.9% | +52.7% |
| 5Y | +43.2% | +26.8% | +16.5% | +13.2% |
| 10Y | +288.1% | +89.0% | +199.1% | +141.1% |
| All | +562.8% | +2,496.1% | -1,933.4% | +90.1% |
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