+5.4%
SRE vs BWA
+54.1%
-48.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -1.7% | -5.5% | +3.7% | -1.5% |
| 3M | -7.1% | -7.6% | +0.5% | -6.7% |
| 6M | -8.4% | +25.0% | -33.3% | -10.3% |
| YTD | -3.5% | +47.0% | -50.5% | -8.3% |
| 1Y | +5.4% | +54.0% | -48.6% | -0.9% |
| All | +5.4% | +54.1% | -48.7% | -0.9% |
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