-1.7%
RUN vs BWA
+65.2%
-66.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.0% |
| 7D | +3.2% | +1.7% | +1.5% | +1.2% |
| 30D | +19.5% | -14.6% | +34.1% | +33.2% |
| 3M | -9.6% | -26.2% | +16.7% | +12.0% |
| 6M | -37.3% | -18.4% | -18.9% | -28.7% |
| YTD | -50.7% | +14.7% | -65.4% | -61.6% |
| 1Y | -54.1% | +13.3% | -67.4% | -63.9% |
| All | -1.7% | +65.2% | -66.9% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling