-68.0%
U vs BWA
+88.6%
-156.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.7% |
| 7D | +4.5% | +4.3% | +0.2% | +1.8% |
| 30D | -0.6% | -2.9% | +2.3% | +0.7% |
| 3M | +48.4% | -12.4% | +60.9% | +59.0% |
| 6M | +115.4% | +28.6% | +86.8% | +76.6% |
| YTD | -3.2% | +48.2% | -51.4% | -36.6% |
| 1Y | -6.0% | +50.9% | -57.0% | -40.2% |
| 3Y | +13.5% | +72.2% | -58.7% | -38.0% |
| 5Y | -68.0% | +91.1% | -159.1% | -85.9% |
| All | -68.0% | +88.6% | -156.6% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling