+3,021.0%
SO vs BWA
+3,492.4%
-471.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -0.2% | +5.7% | -5.8% | -0.7% |
| 30D | -4.6% | +1.4% | -6.0% | -4.8% |
| 3M | -3.0% | -12.1% | +9.0% | -2.1% |
| 6M | -8.3% | +28.6% | -36.8% | -10.9% |
| YTD | +3.5% | +51.1% | -47.6% | -1.5% |
| 1Y | -0.9% | +55.9% | -56.8% | -6.1% |
| 3Y | +45.4% | +70.1% | -24.8% | +35.1% |
| 5Y | +59.6% | +90.7% | -31.1% | +45.0% |
| 10Y | +156.6% | +154.0% | +2.6% | +118.8% |
| All | +3,021.0% | +3,492.4% | -471.3% | +1,942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling