+33.8%
SM vs BWA
+59.1%
-25.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.8% | -2.9% |
| 7D | -0.5% | +5.7% | -6.2% | -0.1% |
| 30D | +25.6% | +1.4% | +24.2% | +25.8% |
| 3M | +8.0% | -12.1% | +20.1% | +8.0% |
| 6M | +50.8% | +28.6% | +22.2% | +53.8% |
| YTD | +97.9% | +51.1% | +46.8% | +94.6% |
| 1Y | +33.8% | +55.9% | -22.1% | +31.3% |
| All | +33.8% | +59.1% | -25.3% | +31.3% |
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 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