-37.3%
RUN vs BWA
-16.4%
-21.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.4% |
| 7D | +3.2% | +1.7% | +1.5% | +2.1% |
| 30D | +19.5% | -14.6% | +34.1% | +30.9% |
| 3M | -9.6% | -26.2% | +16.7% | +7.3% |
| 6M | -37.3% | -18.4% | -18.9% | -31.7% |
| All | -37.3% | -16.4% | -21.0% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling