+114.0%
SM vs BWA
+88.6%
+25.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.3% |
| 7D | -0.2% | +4.3% | -4.4% | -1.8% |
| 30D | +31.5% | -2.9% | +34.4% | +32.7% |
| 3M | +17.3% | -12.4% | +29.8% | +22.6% |
| 6M | +48.5% | +28.6% | +20.0% | +28.7% |
| YTD | +106.3% | +48.2% | +58.0% | +61.9% |
| 1Y | +47.3% | +50.9% | -3.6% | +13.6% |
| 3Y | -1.4% | +72.2% | -73.6% | -32.6% |
| 5Y | +114.0% | +91.1% | +23.0% | +26.2% |
| All | +114.0% | +88.6% | +25.4% | +26.2% |
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