+244.0%
RL vs BWA
+91.4%
+152.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +0.7% |
| 7D | -0.8% | +5.7% | -6.5% | -3.4% |
| 30D | -7.8% | +1.4% | -9.2% | -8.7% |
| 3M | -4.0% | -12.1% | +8.1% | +1.2% |
| 6M | -1.9% | +28.6% | -30.4% | -14.9% |
| YTD | -0.2% | +51.1% | -51.3% | -22.7% |
| 1Y | +10.7% | +55.9% | -45.2% | -16.2% |
| 3Y | +210.8% | +70.1% | +140.6% | +116.5% |
| All | +244.0% | +91.4% | +152.7% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling