+209.8%
W vs BWA
+30.3%
+179.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +1.4% |
| 7D | +3.3% | -0.6% | +3.9% | +3.6% |
| 30D | +10.5% | -16.1% | +26.6% | +22.3% |
| 3M | +9.6% | -24.6% | +34.3% | +28.0% |
| 6M | +76.4% | -15.7% | +92.1% | +88.7% |
| YTD | +16.4% | +15.1% | +1.3% | -2.4% |
| 1Y | +9.3% | +15.9% | -6.5% | -8.8% |
| 3Y | +172.8% | +67.1% | +105.7% | +88.2% |
| 5Y | -53.4% | +34.7% | -88.1% | -64.1% |
| 10Y | +243.6% | +99.5% | +144.1% | +83.9% |
| All | +209.8% | +30.3% | +179.6% | +81.5% |
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