+1,184.7%
SM vs BWA
+3,492.4%
-2,307.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.9% |
| 7D | +0.1% | +5.7% | -5.6% | -2.8% |
| 30D | +26.3% | +1.4% | +24.9% | +25.0% |
| 3M | +8.7% | -12.1% | +20.8% | +14.3% |
| 6M | +51.7% | +28.6% | +23.1% | +27.8% |
| YTD | +99.0% | +51.1% | +48.0% | +50.9% |
| 1Y | +34.6% | +55.9% | -21.3% | -0.5% |
| 3Y | -7.8% | +70.1% | -77.9% | -36.8% |
| 5Y | +104.8% | +90.7% | +14.1% | +29.6% |
| 10Y | +7.2% | +154.0% | -146.7% | -32.9% |
| All | +1,184.7% | +3,492.4% | -2,307.6% | +382.1% |
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