-4.5%
RMD vs BWA
+12.4%
-17.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | -0.2% | +7.3% | -7.5% | 0.0% |
| 30D | +1.6% | -15.8% | +17.5% | +1.2% |
| 3M | +6.0% | -25.7% | +31.8% | +5.4% |
| 6M | +17.9% | -19.6% | +37.5% | +16.7% |
| YTD | 0.0% | +14.1% | -14.1% | -10.4% |
| 1Y | -4.5% | +12.2% | -16.7% | -13.9% |
| All | -4.5% | +12.4% | -17.0% | -13.9% |
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