-73.1%
SMR vs BWA
+59.1%
-132.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.9% |
| 7D | +4.4% | +5.7% | -1.2% | +1.6% |
| 30D | +3.4% | +1.4% | +2.0% | +2.6% |
| 3M | -19.2% | -12.1% | -7.1% | -14.6% |
| 6M | -22.6% | +28.6% | -51.2% | -27.5% |
| YTD | -31.5% | +51.1% | -82.6% | -42.2% |
| 1Y | -73.1% | +55.9% | -129.0% | -76.7% |
| All | -73.1% | +59.1% | -132.1% | -76.7% |
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