+3,449.1%
TER vs BWA
+2,496.1%
+952.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.0% |
| 7D | -20.5% | -5.5% | -15.0% | -17.4% |
| 30D | -47.0% | -21.7% | -25.3% | -38.4% |
| 3M | -43.3% | -25.6% | -17.7% | -32.3% |
| 6M | -42.9% | -17.4% | -25.5% | -35.0% |
| YTD | +12.9% | +9.2% | +3.7% | +9.0% |
| 1Y | +18.2% | +9.7% | +8.4% | +13.7% |
| 3Y | +151.8% | +54.6% | +97.2% | +97.3% |
| 5Y | +54.2% | +26.8% | +27.5% | +32.1% |
| 10Y | +908.2% | +89.0% | +819.2% | +526.2% |
| All | +3,449.1% | +2,496.1% | +952.9% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling