+957.6%
T vs BWA
+2,626.5%
-1,668.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | +2.0% | +1.7% | +0.3% | +1.5% |
| 30D | -1.0% | -14.6% | +13.6% | +2.2% |
| 3M | -8.1% | -26.2% | +18.1% | -2.4% |
| 6M | -8.3% | -18.4% | +10.1% | -5.4% |
| YTD | -6.1% | +14.7% | -20.8% | -11.0% |
| 1Y | -7.4% | +13.3% | -20.7% | -12.1% |
| 3Y | +65.4% | +64.7% | +0.7% | +41.4% |
| 5Y | +57.6% | +32.2% | +25.5% | +38.3% |
| 10Y | +61.4% | +96.8% | -35.4% | +23.2% |
| All | +957.6% | +2,626.5% | -1,668.8% | +336.1% |
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