-22.2%
RMD vs BWA
+88.6%
-110.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | -4.5% | +4.3% | -8.7% | -5.3% |
| 30D | +4.6% | -2.9% | +7.5% | +5.1% |
| 3M | +14.8% | -12.4% | +27.2% | +17.6% |
| 6M | -12.1% | +28.6% | -40.6% | -18.0% |
| YTD | -7.5% | +48.2% | -55.7% | -18.3% |
| 1Y | -20.1% | +50.9% | -71.0% | -29.9% |
| 3Y | +53.9% | +72.2% | -18.3% | +26.5% |
| 5Y | -22.2% | +91.1% | -113.3% | -39.6% |
| All | -22.2% | +88.6% | -110.8% | -39.6% |
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 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