+5,706.8%
TER vs BWA
+3,492.4%
+2,214.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +3.9% |
| 7D | +0.6% | +5.7% | -5.0% | -2.5% |
| 30D | -8.3% | +1.4% | -9.7% | -9.1% |
| 3M | -12.2% | -12.1% | -0.1% | -4.5% |
| 6M | +17.1% | +28.6% | -11.5% | +3.6% |
| YTD | +84.7% | +51.1% | +33.6% | +46.8% |
| 1Y | +199.9% | +55.9% | +144.1% | +133.2% |
| 3Y | +232.8% | +70.1% | +162.6% | +141.3% |
| 5Y | +198.6% | +90.7% | +107.9% | +100.4% |
| 10Y | +1,669.7% | +154.0% | +1,515.8% | +817.7% |
| All | +5,706.8% | +3,492.4% | +2,214.4% | +681.1% |
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