-35.9%
RUN vs BWA
+67.1%
-103.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -3.5% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -10.8% | -5.6% | -5.3% | -7.5% |
| 3M | -30.2% | -10.7% | -19.5% | -24.8% |
| 6M | -22.3% | +23.2% | -45.5% | -33.9% |
| YTD | -52.2% | +46.0% | -98.2% | -67.2% |
| 1Y | -45.1% | +51.2% | -96.3% | -64.1% |
| All | -35.9% | +67.1% | -103.0% | -65.0% |
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 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