+47.4%
TER vs BWA
+12.4%
+35.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.3% |
| 7D | +24.0% | +7.3% | +16.7% | +17.0% |
| 30D | -30.6% | -15.8% | -14.8% | -19.1% |
| 3M | -34.5% | -25.7% | -8.7% | -15.5% |
| 6M | -26.4% | -19.6% | -6.8% | -8.8% |
| YTD | +36.4% | +14.1% | +22.4% | +31.5% |
| 1Y | +47.4% | +12.2% | +35.3% | +43.3% |
| All | +47.4% | +12.4% | +35.0% | +43.3% |
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 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