+143.5%
WBD vs BWA
+68.2%
+75.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.2% | -5.5% | +9.7% | +6.2% |
| 3M | +7.5% | -7.6% | +15.1% | +10.2% |
| 6M | +1.6% | +25.0% | -23.4% | -10.0% |
| YTD | -2.2% | +47.0% | -49.1% | -23.4% |
| 1Y | +124.9% | +54.0% | +70.9% | +70.1% |
| All | +143.5% | +68.2% | +75.3% | +45.7% |
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