-46.5%
RUN vs BWA
+55.6%
-102.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -3.7% | -1.3% | -2.4% | -3.3% |
| 30D | -13.0% | -2.9% | -10.1% | -12.2% |
| 3M | -31.8% | -10.7% | -21.1% | -29.3% |
| 6M | -32.2% | +26.5% | -58.7% | -35.2% |
| YTD | -53.5% | +49.1% | -102.6% | -59.8% |
| 1Y | -46.5% | +52.1% | -98.6% | -53.8% |
| All | -46.5% | +55.6% | -102.1% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling