+5.4%
S vs BWA
+53.0%
-47.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.3% |
| 7D | -5.8% | +4.3% | -10.1% | -5.8% |
| 30D | -9.2% | -2.9% | -6.3% | -9.2% |
| 3M | +23.4% | -12.4% | +35.8% | +23.7% |
| 6M | +36.9% | +28.6% | +8.4% | +34.5% |
| YTD | +29.5% | +48.2% | -18.7% | +16.5% |
| 1Y | +5.4% | +50.9% | -45.5% | -5.4% |
| All | +5.4% | +53.0% | -47.6% | -5.4% |
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