+33.6%
TER vs BWA
+13.5%
+20.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +1.5% |
| 7D | -8.9% | -2.4% | -6.5% | -6.2% |
| 30D | -39.1% | -17.7% | -21.4% | -27.7% |
| 3M | -32.8% | -27.0% | -5.8% | -12.2% |
| 6M | -31.7% | -17.3% | -14.4% | -16.9% |
| YTD | +26.9% | +12.9% | +14.1% | +24.1% |
| 1Y | +33.6% | +12.9% | +20.7% | +31.0% |
| All | +33.6% | +13.5% | +20.1% | +31.0% |
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