+213.5%
TER vs BWA
+53.0%
+160.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.7% |
| 7D | +11.0% | +4.3% | +6.7% | +7.4% |
| 30D | -1.9% | -2.9% | +1.0% | +0.3% |
| 3M | -0.7% | -12.4% | +11.8% | +9.4% |
| 6M | +36.4% | +28.6% | +7.8% | +21.6% |
| YTD | +92.4% | +48.2% | +44.2% | +58.2% |
| 1Y | +213.5% | +50.9% | +162.6% | +157.4% |
| All | +213.5% | +53.0% | +160.5% | +157.4% |
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