-17.5%
RUN vs BWA
+86.0%
-103.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -2.2% |
| 7D | +1.3% | +5.7% | -4.4% | -2.1% |
| 30D | -15.3% | +1.4% | -16.7% | -16.0% |
| 3M | -40.0% | -12.1% | -27.9% | -35.2% |
| 6M | -27.0% | +28.6% | -55.5% | -38.0% |
| YTD | -51.7% | +51.1% | -102.8% | -64.6% |
| 1Y | -45.9% | +55.9% | -101.8% | -61.4% |
| 3Y | -43.8% | +70.1% | -113.9% | -62.0% |
| 5Y | -80.5% | +90.7% | -171.2% | -87.7% |
| 10Y | +45.3% | +154.0% | -108.7% | -28.5% |
| All | -17.5% | +86.0% | -103.4% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling