+39.2%
S vs BWA
+17.4%
+21.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | +1.5% |
| 7D | -8.2% | -9.9% | +1.7% | -8.9% |
| 30D | -7.6% | -16.4% | +8.7% | -8.8% |
| 3M | +12.0% | -19.8% | +31.8% | +10.2% |
| 6M | +50.6% | -10.0% | +60.5% | +47.7% |
| YTD | +56.6% | +12.7% | +43.9% | +41.6% |
| 1Y | +39.2% | +15.7% | +23.6% | +24.5% |
| All | +39.2% | +17.4% | +21.9% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling