-68.1%
SE vs BWA
+91.4%
-159.4%
-90.5%
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% | -2.3% |
| 7D | -6.1% | +5.7% | -11.8% | -8.8% |
| 30D | -2.5% | +1.4% | -3.9% | -3.4% |
| 3M | +21.7% | -12.1% | +33.8% | +29.1% |
| 6M | +27.0% | +28.6% | -1.6% | +7.0% |
| YTD | -12.1% | +51.1% | -63.2% | -35.0% |
| 1Y | -40.9% | +55.9% | -96.8% | -57.5% |
| 3Y | +191.0% | +70.1% | +120.9% | +89.1% |
| All | -68.1% | +91.4% | -159.4% | -83.1% |
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