+58.7%
SO vs BWA
+88.6%
-29.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | +1.0% | +4.3% | -3.3% | +0.8% |
| 30D | -3.2% | -2.9% | -0.3% | -3.1% |
| 3M | -1.7% | -12.4% | +10.7% | -1.0% |
| 6M | -7.2% | +28.6% | -35.8% | -9.0% |
| YTD | +4.6% | +48.2% | -43.7% | +0.9% |
| 1Y | +1.2% | +50.9% | -49.7% | -2.5% |
| 3Y | +45.3% | +72.2% | -26.9% | +37.7% |
| 5Y | +58.7% | +91.1% | -32.3% | +45.3% |
| All | +58.7% | +88.6% | -29.9% | +45.3% |
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