+1,395.2%
RL vs BWA
+1,581.1%
-185.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +0.8% |
| 7D | -0.8% | +5.7% | -6.5% | -3.3% |
| 30D | -7.8% | +1.4% | -9.2% | -8.7% |
| 3M | -4.0% | -12.1% | +8.1% | +0.9% |
| 6M | -1.9% | +28.6% | -30.4% | -13.9% |
| YTD | -0.2% | +51.1% | -51.3% | -20.3% |
| 1Y | +10.7% | +55.9% | -45.2% | -13.2% |
| 3Y | +210.8% | +70.1% | +140.6% | +126.9% |
| 5Y | +238.2% | +90.7% | +147.5% | +133.0% |
| 10Y | +313.4% | +154.0% | +159.4% | +141.5% |
| All | +1,395.2% | +1,581.1% | -185.8% | +215.4% |
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 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