+113.2%
WDC vs BWA
+17.4%
+95.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.5% | -4.2% | -5.1% |
| 7D | -18.3% | -9.9% | -8.4% | -12.4% |
| 30D | -26.7% | -16.4% | -10.3% | -17.6% |
| 3M | -40.9% | -19.8% | -21.1% | -32.3% |
| 6M | -26.8% | -10.0% | -16.8% | -19.5% |
| YTD | +88.2% | +12.7% | +75.4% | +68.9% |
| 1Y | +113.2% | +15.7% | +97.5% | +86.9% |
| All | +113.2% | +17.4% | +95.8% | +86.9% |
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