+3,170.9%
SO vs BWA
+2,496.1%
+674.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.3% |
| 7D | -1.5% | -5.5% | +4.0% | -1.0% |
| 30D | +8.1% | -21.7% | +29.8% | +10.6% |
| 3M | +0.2% | -25.6% | +25.8% | +2.9% |
| 6M | +0.4% | -17.4% | +17.8% | +1.7% |
| YTD | +8.5% | +9.2% | -0.7% | +6.4% |
| 1Y | +4.9% | +9.7% | -4.8% | +2.8% |
| 3Y | +47.9% | +54.6% | -6.7% | +38.5% |
| 5Y | +75.7% | +26.8% | +48.9% | +66.0% |
| 10Y | +178.0% | +89.0% | +89.0% | +143.7% |
| All | +3,170.9% | +2,496.1% | +674.7% | +2,106.0% |
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