+21.5%
SW vs BWA
-10.2%
+31.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.7% |
| 7D | +12.1% | -9.9% | +21.9% | +15.0% |
| 30D | +6.6% | -16.4% | +22.9% | +12.0% |
| 3M | -6.0% | -19.8% | +13.8% | -0.2% |
| 6M | +21.5% | -10.0% | +31.4% | +17.4% |
| All | +21.5% | -10.2% | +31.6% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling