+88.5%
WDC vs BWA
+12.3%
+76.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | +12.1% | +4.3% | +7.8% | +9.0% |
| 30D | -18.8% | -13.0% | -5.8% | -10.3% |
| 3M | -39.3% | -24.8% | -14.5% | -26.4% |
| 6M | -40.1% | -23.5% | -16.6% | -27.6% |
| YTD | +71.8% | +13.8% | +58.0% | +56.3% |
| 1Y | +88.5% | +13.4% | +75.0% | +71.7% |
| All | +88.5% | +12.3% | +76.2% | +71.7% |
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 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