+565.1%
RF vs BWA
+2,428.1%
-1,863.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | +0.7% |
| 7D | -1.6% | -10.8% | +9.2% | +4.1% |
| 30D | +5.0% | -25.0% | +30.0% | +21.0% |
| 3M | -10.0% | -28.6% | +18.7% | +5.7% |
| 6M | +3.3% | -16.6% | +19.9% | +9.9% |
| YTD | +7.9% | +6.3% | +1.6% | -1.5% |
| 1Y | +21.2% | +7.2% | +14.1% | +10.0% |
| 3Y | +105.8% | +48.2% | +57.6% | +54.1% |
| 5Y | +43.7% | +23.4% | +20.3% | +15.2% |
| 10Y | +289.4% | +84.0% | +205.4% | +145.3% |
| All | +565.1% | +2,428.1% | -1,863.0% | +93.5% |
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