+27.5%
SOLS vs BWA
+57.6%
-30.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.9% |
| 7D | -3.5% | -1.3% | -2.1% | -2.7% |
| 30D | -1.0% | -2.9% | +2.0% | +0.6% |
| 3M | -24.1% | -10.7% | -13.4% | -18.9% |
| 6M | -18.0% | +26.5% | -44.4% | -31.4% |
| YTD | +27.1% | +49.1% | -22.0% | -3.1% |
| All | +27.5% | +57.6% | -30.0% | -6.4% |
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