-15.8%
RUN vs BWA
+41.1%
-56.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.1% |
| 7D | +3.2% | +1.7% | +1.5% | +1.5% |
| 30D | +19.5% | -14.6% | +34.1% | +30.9% |
| 3M | -9.6% | -26.2% | +16.7% | +8.2% |
| 6M | -37.3% | -18.4% | -18.9% | -29.9% |
| YTD | -50.7% | +14.7% | -65.4% | -57.4% |
| 1Y | -54.1% | +13.3% | -67.4% | -60.1% |
| 3Y | -3.9% | +64.7% | -68.6% | -33.2% |
| 5Y | -84.4% | +32.2% | -116.6% | -87.8% |
| 10Y | +77.5% | +96.8% | -19.3% | +2.2% |
| All | -15.8% | +41.1% | -56.9% | -37.1% |
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