+954.9%
SM vs BWA
+2,496.1%
-1,541.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.4% |
| 7D | -25.9% | -5.5% | -20.4% | -23.6% |
| 30D | -15.1% | -21.7% | +6.6% | -4.2% |
| 3M | +4.9% | -25.6% | +30.5% | +20.2% |
| 6M | +6.1% | -17.4% | +23.6% | +12.9% |
| YTD | +63.4% | +9.2% | +54.2% | +44.7% |
| 1Y | +72.5% | +9.7% | +62.7% | +51.8% |
| 3Y | -16.9% | +54.6% | -71.5% | -40.2% |
| 5Y | -10.6% | +26.8% | -37.4% | -31.1% |
| 10Y | +11.3% | +89.0% | -77.7% | -19.6% |
| All | +954.9% | +2,496.1% | -1,541.3% | +362.2% |
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 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