+80.7%
SAP vs BWA
+27.4%
+53.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | +4.3% | -3.6% | -0.1% |
| 30D | +6.5% | -13.0% | +19.5% | +8.9% |
| 3M | +12.2% | -24.8% | +37.1% | +17.4% |
| 6M | +46.1% | -23.5% | +69.6% | +51.1% |
| YTD | -1.6% | +13.8% | -15.5% | -9.8% |
| 1Y | -5.1% | +13.4% | -18.6% | -13.0% |
| 3Y | +68.4% | +62.8% | +5.6% | +33.8% |
| All | +80.7% | +27.4% | +53.3% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling