-52.1%
SMR vs BWA
+50.7%
-102.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.5% |
| 7D | +10.3% | +7.3% | +3.0% | +6.4% |
| 30D | -25.7% | -15.8% | -9.9% | -18.0% |
| 3M | -49.7% | -25.7% | -24.0% | -40.9% |
| 6M | -59.8% | -19.6% | -40.2% | -54.5% |
| YTD | -66.0% | +14.1% | -80.1% | -68.7% |
| 1Y | -81.4% | +12.2% | -93.6% | -82.7% |
| 3Y | +130.6% | +63.8% | +66.8% | +71.1% |
| All | -52.1% | +50.7% | -102.8% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling