+199.8%
TER vs BWA
+59.1%
+140.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.7% | +3.3% |
| 7D | +0.6% | +5.7% | -5.1% | -3.5% |
| 30D | -8.3% | +1.4% | -9.7% | -9.4% |
| 3M | -12.2% | -12.1% | -0.2% | -3.4% |
| 6M | +17.0% | +28.6% | -11.5% | +3.8% |
| YTD | +84.6% | +51.1% | +33.5% | +49.9% |
| 1Y | +199.8% | +55.9% | +143.9% | +143.9% |
| All | +199.8% | +59.1% | +140.7% | +143.9% |
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