+8,398.6%
TPR vs BWA
+1,489.1%
+6,909.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.5% |
| 7D | +14.2% | -5.5% | +19.7% | +17.3% |
| 30D | +17.1% | -21.7% | +38.8% | +33.0% |
| 3M | -17.7% | -25.6% | +7.9% | -4.5% |
| 6M | -10.2% | -17.4% | +7.3% | -3.1% |
| YTD | +4.9% | +9.2% | -4.3% | -5.9% |
| 1Y | +36.1% | +9.7% | +26.4% | +21.4% |
| 3Y | +416.5% | +54.6% | +361.8% | +266.4% |
| 5Y | +254.8% | +26.8% | +228.0% | +177.3% |
| 10Y | +391.7% | +89.0% | +302.8% | +193.2% |
| All | +8,398.6% | +1,489.1% | +6,909.5% | +934.5% |
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