+336.3%
WBD vs BWA
+501.2%
-164.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | +32.5% | +6.9% | +23.9% |
| 7D | +39.5% | +32.5% | +6.9% | +23.9% |
| 30D | +39.5% | +32.5% | +6.9% | +23.9% |
| 3M | +39.5% | +32.5% | +6.9% | +23.9% |
| 6M | +39.5% | +32.5% | +6.9% | +23.9% |
| YTD | +39.5% | +32.5% | +6.9% | +23.9% |
| 1Y | +63.0% | +36.3% | +26.7% | +42.7% |
| 3Y | +206.7% | +62.1% | +144.6% | +146.3% |
| 5Y | +18.4% | +61.9% | -43.6% | -5.6% |
| 10Y | +11.8% | +119.1% | -107.3% | -26.9% |
| All | +336.3% | +501.2% | -164.9% | +71.5% |
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