+196.3%
SE vs BWA
+72.9%
+123.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | +0.6% | +4.3% | -3.7% | -0.5% |
| 30D | -0.1% | -2.9% | +2.8% | +0.6% |
| 3M | +34.1% | -12.4% | +46.6% | +38.5% |
| 6M | +23.2% | +28.6% | -5.3% | +13.1% |
| YTD | -11.2% | +48.2% | -59.4% | -23.1% |
| 1Y | -40.5% | +50.9% | -91.5% | -49.0% |
| 3Y | +196.3% | +72.2% | +124.1% | +134.3% |
| All | +196.3% | +72.9% | +123.4% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling