+37.0%
SOLS vs BWA
+20.3%
+16.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +14.0% | +4.3% | +9.7% | +11.2% |
| 30D | +10.0% | -13.0% | +23.0% | +19.7% |
| 3M | +5.8% | -24.8% | +30.6% | +25.2% |
| 6M | -25.2% | -23.5% | -1.7% | -13.7% |
| YTD | +36.5% | +13.8% | +22.7% | +22.3% |
| 1Y | +45.0% | +13.4% | +31.6% | +33.1% |
| All | +37.0% | +20.3% | +16.7% | +18.1% |
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