+108.2%
T vs BWA
+72.9%
+35.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -1.5% | +4.3% | -5.8% | -1.7% |
| 30D | +7.6% | -2.9% | +10.5% | +7.7% |
| 3M | +15.3% | -12.4% | +27.7% | +16.1% |
| 6M | -8.5% | +28.6% | -37.0% | -10.5% |
| YTD | +6.8% | +48.2% | -41.5% | +3.2% |
| 1Y | -7.2% | +50.9% | -58.2% | -10.5% |
| 3Y | +108.2% | +72.2% | +36.1% | +96.7% |
| All | +108.2% | +72.9% | +35.4% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling