+43,271.5%
RMD vs BWA
+2,453.3%
+40,818.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.1% | +4.3% | -2.2% | +1.0% |
| 30D | +2.1% | -13.0% | +15.1% | +5.4% |
| 3M | +6.2% | -24.8% | +31.1% | +13.2% |
| 6M | +19.4% | -23.5% | +42.9% | +25.7% |
| YTD | +0.5% | +13.8% | -13.3% | -5.6% |
| 1Y | -3.9% | +13.4% | -17.4% | -9.8% |
| 3Y | +72.5% | +62.8% | +9.8% | +45.5% |
| 5Y | -1.5% | +28.5% | -30.0% | -13.9% |
| 10Y | +345.8% | +95.4% | +250.4% | +226.1% |
| All | +43,271.5% | +2,453.3% | +40,818.2% | +14,368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling