+2,742.2%
RRX vs BWA
+3,492.4%
-750.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.1% |
| 7D | +3.4% | +5.7% | -2.2% | +1.0% |
| 30D | -11.1% | +1.4% | -12.5% | -11.8% |
| 3M | -23.7% | -12.1% | -11.6% | -19.8% |
| 6M | -22.0% | +28.6% | -50.5% | -30.2% |
| YTD | +16.5% | +51.1% | -34.6% | -4.4% |
| 1Y | +11.5% | +55.9% | -44.4% | -9.8% |
| 3Y | +1.5% | +70.1% | -68.6% | -20.9% |
| 5Y | +18.3% | +90.7% | -72.4% | -13.5% |
| 10Y | +209.8% | +154.0% | +55.8% | +94.1% |
| All | +2,742.2% | +3,492.4% | -750.1% | +740.9% |
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 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