-14.4%
SMR vs BWA
+97.0%
-111.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.5% | -17.1% | -16.4% |
| 7D | -11.2% | -1.3% | -9.9% | -10.9% |
| 30D | -10.2% | -2.9% | -7.3% | -9.1% |
| 3M | -10.0% | -10.7% | +0.7% | -4.9% |
| 6M | -30.5% | +26.5% | -56.9% | -37.8% |
| YTD | -39.2% | +49.1% | -88.3% | -51.8% |
| 1Y | -75.5% | +52.1% | -127.6% | -80.9% |
| 3Y | +45.4% | +72.6% | -27.1% | +0.1% |
| All | -14.4% | +97.0% | -111.4% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling