+78.0%
V vs BWA
+64.0%
+14.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.9% | +4.3% | -3.3% | +0.6% |
| 30D | +9.0% | -13.0% | +22.0% | +10.1% |
| 3M | +16.7% | -24.8% | +41.5% | +19.3% |
| 6M | +33.4% | -23.5% | +56.9% | +35.5% |
| YTD | +22.4% | +13.8% | +8.5% | +15.1% |
| 1Y | +27.7% | +13.4% | +14.2% | +20.1% |
| 3Y | +78.0% | +62.8% | +15.2% | +53.3% |
| All | +78.0% | +64.0% | +14.0% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling