+196.2%
W vs BWA
+23.6%
+172.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -3.1% |
| 7D | -3.6% | -5.5% | +1.9% | -0.4% |
| 30D | +7.0% | -21.7% | +28.7% | +23.4% |
| 3M | +7.4% | -25.6% | +33.0% | +26.3% |
| 6M | +69.3% | -17.4% | +86.7% | +82.9% |
| YTD | +11.3% | +9.2% | +2.1% | -3.7% |
| 1Y | +13.2% | +9.7% | +3.5% | -2.5% |
| 3Y | +142.0% | +54.6% | +87.4% | +74.7% |
| 5Y | -54.6% | +26.8% | -81.4% | -63.8% |
| 10Y | +243.7% | +89.0% | +154.7% | +89.6% |
| All | +196.2% | +23.6% | +172.6% | +79.1% |
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