-65.4%
TEAM vs BWA
+27.4%
-92.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.4% | +4.3% | -6.7% | -3.6% |
| 30D | -26.7% | -13.0% | -13.7% | -23.6% |
| 3M | -9.6% | -24.8% | +15.2% | -2.0% |
| 6M | +86.0% | -23.5% | +109.6% | +98.1% |
| YTD | -7.5% | +13.8% | -21.3% | -20.4% |
| 1Y | -1.4% | +13.4% | -14.8% | -15.1% |
| 3Y | -14.3% | +62.8% | -77.1% | -41.9% |
| All | -65.4% | +27.4% | -92.9% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling