+47.0%
WAB vs BWA
+14.3%
+32.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +3.1% | +1.7% | +1.4% | +2.6% |
| 30D | +6.4% | -14.6% | +21.1% | +10.8% |
| 3M | +2.2% | -26.2% | +28.4% | +10.5% |
| 6M | +13.7% | -18.4% | +32.1% | +18.6% |
| YTD | +43.0% | +14.7% | +28.3% | +28.7% |
| 1Y | +47.0% | +13.3% | +33.6% | +32.9% |
| All | +47.0% | +14.3% | +32.7% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling