-5.7%
RMD vs BWA
+32.7%
-38.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +3.1% | -2.4% | +5.5% | +3.5% |
| 30D | +1.8% | -17.7% | +19.5% | +5.6% |
| 3M | +6.7% | -27.0% | +33.7% | +13.1% |
| 6M | +13.9% | -17.3% | +31.2% | +16.3% |
| YTD | -2.0% | +12.9% | -14.9% | -9.4% |
| 1Y | -5.4% | +12.9% | -18.3% | -12.6% |
| 3Y | +67.4% | +62.1% | +5.3% | +36.2% |
| 5Y | -5.7% | +30.7% | -36.4% | -23.5% |
| All | -5.7% | +32.7% | -38.4% | -23.5% |
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