-63.2%
SPCH vs BWA
-33.4%
-29.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.0% | -6.3% |
| 7D | -13.4% | -9.9% | -3.5% | -8.9% |
| 30D | -39.6% | -16.4% | -23.3% | -34.5% |
| 3M | -1.4% | -19.8% | +18.4% | +16.7% |
| All | -63.2% | -33.4% | -29.7% | -59.1% |
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 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 · Available span rolling