+142.0%
W vs BWA
+51.7%
+90.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -3.4% |
| 7D | -3.6% | -5.5% | +1.9% | +0.3% |
| 30D | +7.0% | -21.7% | +28.7% | +27.3% |
| 3M | +7.4% | -25.6% | +33.0% | +30.8% |
| 6M | +69.3% | -17.4% | +86.7% | +81.7% |
| YTD | +11.3% | +9.2% | +2.1% | -19.8% |
| 1Y | +13.2% | +9.7% | +3.5% | -19.4% |
| 3Y | +142.0% | +54.6% | +87.4% | +6.0% |
| All | +142.0% | +51.7% | +90.3% | +6.0% |
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