+18.5%
SPY vs BWA
+48.6%
-30.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -1.4% | -5.6% | +4.2% | -0.8% |
| 3M | +3.7% | -10.7% | +14.4% | +4.9% |
| 6M | +13.0% | +23.2% | -10.2% | +10.5% |
| YTD | +12.4% | +46.0% | -33.6% | +6.8% |
| 1Y | +18.5% | +51.2% | -32.6% | +12.1% |
| All | +18.5% | +48.6% | -30.1% | +12.1% |
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 · 6 months rolling