-62.1%
W vs BWA
+88.6%
-150.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +2.1% |
| 7D | +6.5% | +4.3% | +2.2% | +2.9% |
| 30D | -6.2% | -2.9% | -3.3% | -4.6% |
| 3M | +48.9% | -12.4% | +61.3% | +62.5% |
| 6M | +31.2% | +28.6% | +2.6% | +0.3% |
| YTD | -0.4% | +48.2% | -48.7% | -38.7% |
| 1Y | +14.8% | +50.9% | -36.1% | -31.1% |
| 3Y | +40.5% | +72.2% | -31.7% | -26.8% |
| 5Y | -62.1% | +91.1% | -153.2% | -83.9% |
| All | -62.1% | +88.6% | -150.7% | -83.9% |
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