+1,106.5%
T vs BWA
+3,492.4%
-2,385.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.5% |
| 7D | -1.3% | +5.7% | -6.9% | -2.5% |
| 30D | +11.4% | +1.4% | +10.0% | +10.8% |
| 3M | +14.3% | -12.1% | +26.4% | +16.8% |
| 6M | -9.3% | +28.6% | -37.8% | -15.1% |
| YTD | +7.1% | +51.1% | -44.0% | -4.0% |
| 1Y | -9.1% | +55.9% | -65.0% | -19.3% |
| 3Y | +105.3% | +70.1% | +35.2% | +74.8% |
| 5Y | +66.8% | +90.7% | -23.9% | +35.5% |
| 10Y | +66.8% | +154.0% | -87.2% | +20.8% |
| All | +1,106.5% | +3,492.4% | -2,385.9% | +370.7% |
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 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