+1.2%
SO vs BWA
+53.0%
-51.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.9% |
| 7D | +1.0% | +4.3% | -3.3% | +1.2% |
| 30D | -3.2% | -2.9% | -0.3% | -3.2% |
| 3M | -1.7% | -12.4% | +10.7% | -1.7% |
| 6M | -7.2% | +28.6% | -35.8% | -7.4% |
| YTD | +4.6% | +48.2% | -43.7% | +2.9% |
| 1Y | +1.2% | +50.9% | -49.7% | -0.6% |
| All | +1.2% | +53.0% | -51.8% | -0.6% |
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