-15.7%
RMD vs BWA
+59.1%
-74.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.4% |
| 7D | -5.0% | +5.7% | -10.6% | -5.0% |
| 30D | +2.2% | +1.4% | +0.8% | +2.2% |
| 3M | +17.8% | -12.1% | +29.9% | +18.6% |
| 6M | -11.3% | +28.6% | -39.9% | -13.2% |
| YTD | -4.4% | +51.1% | -55.5% | -13.0% |
| 1Y | -15.7% | +55.9% | -71.6% | -24.6% |
| All | -15.7% | +59.1% | -74.8% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling