-78.0%
SE vs BWA
+26.5%
-104.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -1.3% |
| 7D | +2.0% | -5.5% | +7.5% | +5.0% |
| 30D | -20.0% | -21.7% | +1.7% | -9.3% |
| 3M | -31.8% | -25.6% | -6.2% | -21.1% |
| 6M | -15.9% | -17.4% | +1.6% | -10.4% |
| YTD | -40.6% | +9.2% | -49.8% | -48.6% |
| 1Y | -50.7% | +9.7% | -60.4% | -57.6% |
| 3Y | +70.3% | +54.6% | +15.7% | +6.8% |
| All | -78.0% | +26.5% | -104.5% | -86.6% |
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