-42.4%
TECH vs BWA
+91.4%
-133.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | +0.1% | +5.7% | -5.6% | -1.7% |
| 30D | +0.7% | +1.4% | -0.7% | 0.0% |
| 3M | +36.3% | -12.1% | +48.4% | +41.6% |
| 6M | +25.6% | +28.6% | -3.0% | +12.7% |
| YTD | +23.7% | +51.1% | -27.4% | +1.8% |
| 1Y | +37.6% | +55.9% | -18.2% | +11.6% |
| 3Y | -6.6% | +70.1% | -76.7% | -29.7% |
| All | -42.4% | +91.4% | -133.7% | -61.6% |
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