+56.4%
SAP vs BWA
+91.4%
-35.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.4% |
| 7D | -2.9% | +5.7% | -8.6% | -3.8% |
| 30D | +9.0% | +1.4% | +7.6% | +8.6% |
| 3M | +14.9% | -12.1% | +27.0% | +17.4% |
| 6M | +11.9% | +28.6% | -16.7% | +4.5% |
| YTD | -9.9% | +51.1% | -61.0% | -20.8% |
| 1Y | -19.5% | +55.9% | -75.4% | -30.1% |
| 3Y | +61.8% | +70.1% | -8.3% | +33.9% |
| All | +56.4% | +91.4% | -35.0% | +13.7% |
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