+43.2%
TER vs BWA
+17.4%
+25.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.5% | -4.3% | -4.7% |
| 7D | -19.9% | -9.9% | -10.0% | -12.4% |
| 30D | -43.5% | -16.4% | -27.2% | -34.4% |
| 3M | -37.8% | -19.8% | -17.9% | -25.8% |
| 6M | -25.6% | -10.0% | -15.6% | -14.8% |
| YTD | +29.8% | +12.7% | +17.1% | +24.8% |
| 1Y | +43.2% | +15.7% | +27.5% | +36.1% |
| All | +43.2% | +17.4% | +25.8% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling