+16.7%
U vs BWA
+13.5%
+3.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.5% |
| 7D | +24.4% | -2.4% | +26.8% | +24.0% |
| 30D | +7.4% | -17.7% | +25.1% | +4.0% |
| 3M | +16.8% | -27.0% | +43.8% | +10.2% |
| 6M | +78.8% | -17.3% | +96.1% | +76.9% |
| YTD | +14.0% | +12.9% | +1.1% | +15.6% |
| 1Y | +16.7% | +12.9% | +3.8% | +19.2% |
| All | +16.7% | +13.5% | +3.3% | +19.2% |
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