+377,219.3%
SU vs BWA
+3,424.3%
+373,795.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | -1.0% | +4.3% | -5.2% | -2.0% |
| 30D | +13.7% | -2.9% | +16.6% | +14.4% |
| 3M | +8.0% | -12.4% | +20.4% | +11.2% |
| 6M | +21.0% | +28.6% | -7.6% | +12.0% |
| YTD | +56.2% | +48.2% | +8.0% | +38.1% |
| 1Y | +72.2% | +50.9% | +21.3% | +50.9% |
| 3Y | +118.1% | +72.2% | +45.9% | +80.7% |
| 5Y | +350.3% | +91.1% | +259.3% | +258.7% |
| 10Y | +248.5% | +144.0% | +104.5% | +159.7% |
| All | +377,219.3% | +3,424.3% | +373,795.0% | +1,036,040.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling