-39.0%
U vs BWA
+111.0%
-150.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.4% |
| 7D | -3.8% | +5.7% | -9.5% | -6.5% |
| 30D | +17.5% | +1.4% | +16.0% | +16.1% |
| 3M | +38.7% | -12.1% | +50.8% | +46.6% |
| 6M | +104.4% | +28.6% | +75.9% | +74.0% |
| YTD | -5.7% | +51.1% | -56.8% | -33.4% |
| 1Y | +3.7% | +55.9% | -52.2% | -29.0% |
| 3Y | +12.3% | +70.1% | -57.8% | -29.7% |
| 5Y | -68.8% | +90.7% | -159.5% | -82.7% |
| All | -39.0% | +111.0% | -150.1% | -65.1% |
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