+82.6%
SMR vs BWA
+67.1%
+15.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.4% |
| 7D | +13.1% | +0.1% | +13.0% | +12.7% |
| 30D | +17.8% | -5.6% | +23.3% | +21.6% |
| 3M | +8.1% | -10.7% | +18.8% | +15.4% |
| 6M | -11.1% | +23.2% | -34.3% | -20.3% |
| YTD | -23.7% | +46.0% | -69.7% | -41.4% |
| 1Y | -69.4% | +51.2% | -120.6% | -77.2% |
| All | +82.6% | +67.1% | +15.5% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling