-80.3%
RUN vs BWA
+89.5%
-169.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -3.4% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -10.8% | -5.6% | -5.3% | -7.2% |
| 3M | -30.2% | -10.7% | -19.5% | -24.5% |
| 6M | -22.3% | +23.2% | -45.5% | -34.8% |
| YTD | -52.2% | +46.0% | -98.2% | -67.5% |
| 1Y | -45.1% | +51.2% | -96.3% | -64.3% |
| 3Y | -37.1% | +69.6% | -106.7% | -63.9% |
| 5Y | -80.3% | +86.6% | -166.9% | -90.0% |
| All | -80.3% | +89.5% | -169.8% | -90.0% |
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