+62.1%
T vs BWA
+65.3%
-3.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.6% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -1.7% | -16.1% | +14.4% | -1.0% |
| 3M | -7.3% | -24.6% | +17.3% | -6.2% |
| 6M | -11.2% | -15.7% | +4.5% | -11.0% |
| YTD | -8.1% | +15.1% | -23.1% | -10.3% |
| 1Y | -8.0% | +15.9% | -23.9% | -10.3% |
| 3Y | +62.1% | +67.1% | -5.0% | +54.8% |
| All | +62.1% | +65.3% | -3.2% | +54.8% |
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