+14.9%
RRX vs BWA
+86.5%
-71.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.3% |
| 7D | -3.7% | -0.1% | -3.7% | -3.8% |
| 30D | -9.3% | -5.5% | -3.8% | -6.4% |
| 3M | -21.8% | -7.6% | -14.2% | -18.7% |
| 6M | -22.0% | +25.0% | -47.0% | -32.5% |
| YTD | +11.9% | +47.0% | -35.0% | -15.2% |
| 1Y | +11.6% | +54.0% | -42.4% | -18.2% |
| 3Y | +2.2% | +70.7% | -68.5% | -31.8% |
| 5Y | +14.9% | +86.7% | -71.8% | -30.0% |
| All | +14.9% | +86.5% | -71.6% | -30.0% |
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