-53.8%
TEAM vs BWA
+88.6%
-142.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -6.4% |
| 7D | -5.7% | +4.3% | -10.0% | -6.9% |
| 30D | +18.3% | -2.9% | +21.2% | +19.1% |
| 3M | +80.2% | -12.4% | +92.6% | +86.7% |
| 6M | +111.0% | +28.6% | +82.4% | +87.4% |
| YTD | +8.8% | +48.2% | -39.4% | -12.2% |
| 1Y | +2.2% | +50.9% | -48.8% | -18.7% |
| 3Y | -14.6% | +72.2% | -86.8% | -38.7% |
| 5Y | -53.8% | +91.1% | -144.8% | -71.3% |
| All | -53.8% | +88.6% | -142.4% | -71.3% |
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