-53.7%
SMR vs BWA
+50.4%
-104.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -8.3% | +4.3% | -12.5% | -10.3% |
| 30D | -20.1% | -13.0% | -7.1% | -13.4% |
| 3M | -52.7% | -24.8% | -27.9% | -44.7% |
| 6M | -61.0% | -23.5% | -37.5% | -54.7% |
| YTD | -67.1% | +13.8% | -81.0% | -69.7% |
| 1Y | -79.9% | +13.4% | -93.3% | -81.4% |
| 3Y | +101.7% | +62.8% | +39.0% | +50.0% |
| All | -53.7% | +50.4% | -104.1% | -66.0% |
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