-50.5%
SE vs BWA
+13.5%
-63.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | 0.0% | -2.4% | +2.5% | +0.4% |
| 30D | -19.4% | -17.7% | -1.7% | -16.9% |
| 3M | -33.1% | -27.0% | -6.1% | -29.7% |
| 6M | -11.4% | -17.3% | +5.9% | -10.0% |
| YTD | -39.8% | +12.9% | -52.7% | -45.6% |
| 1Y | -50.5% | +12.9% | -63.4% | -54.8% |
| All | -50.5% | +13.5% | -63.9% | -54.8% |
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