-46.2%
SE vs BWA
+12.3%
-58.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | +4.3% | -4.7% | -1.2% |
| 30D | -20.9% | -13.0% | -7.9% | -19.2% |
| 3M | -38.9% | -24.8% | -14.1% | -36.1% |
| 6M | -19.4% | -23.5% | +4.1% | -16.5% |
| YTD | -40.9% | +13.8% | -54.8% | -47.0% |
| 1Y | -46.2% | +13.4% | -59.6% | -51.7% |
| All | -46.2% | +12.3% | -58.4% | -51.7% |
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 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