+67.4%
RMD vs BWA
+64.1%
+3.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +3.1% | -2.4% | +5.5% | +3.4% |
| 30D | +1.8% | -17.7% | +19.5% | +4.6% |
| 3M | +6.7% | -27.0% | +33.7% | +11.5% |
| 6M | +13.9% | -17.3% | +31.2% | +15.3% |
| YTD | -2.0% | +12.9% | -14.9% | -10.4% |
| 1Y | -5.4% | +12.9% | -18.3% | -13.7% |
| 3Y | +67.4% | +62.1% | +5.3% | +32.9% |
| All | +67.4% | +64.1% | +3.2% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling