+589.4%
SE vs BWA
+67.6%
+521.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -2.1% |
| 7D | -6.1% | +5.7% | -11.8% | -8.3% |
| 30D | -2.5% | +1.4% | -3.9% | -3.2% |
| 3M | +21.7% | -12.1% | +33.8% | +27.5% |
| 6M | +27.0% | +28.6% | -1.6% | +11.6% |
| YTD | -12.1% | +51.1% | -63.2% | -29.5% |
| 1Y | -40.9% | +55.9% | -96.8% | -53.5% |
| 3Y | +191.0% | +70.1% | +120.9% | +112.0% |
| 5Y | -68.3% | +90.7% | -159.0% | -78.2% |
| All | +589.4% | +67.6% | +521.8% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling