+2,926.4%
V vs BWA
+334.5%
+2,591.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.8% |
| 7D | -1.7% | +5.7% | -7.4% | -3.4% |
| 30D | +2.0% | +1.4% | +0.6% | +1.2% |
| 3M | +17.4% | -12.1% | +29.4% | +21.0% |
| 6M | +17.5% | +28.6% | -11.1% | +6.0% |
| YTD | +7.6% | +51.1% | -43.5% | -9.3% |
| 1Y | +7.7% | +55.9% | -48.2% | -10.4% |
| 3Y | +54.7% | +70.1% | -15.5% | +20.8% |
| 5Y | +73.0% | +90.7% | -17.6% | +26.4% |
| 10Y | +390.9% | +154.0% | +236.9% | +197.3% |
| All | +2,926.4% | +334.5% | +2,591.9% | +1,282.7% |
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