+411.1%
WDC vs BWA
+48.6%
+362.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +2.0% |
| 7D | +7.5% | +0.1% | +7.3% | +7.4% |
| 30D | +10.1% | -5.6% | +15.6% | +14.2% |
| 3M | -6.8% | -10.7% | +3.9% | -0.4% |
| 6M | +84.1% | +23.2% | +61.0% | +68.7% |
| YTD | +180.3% | +46.0% | +134.3% | +131.4% |
| 1Y | +411.1% | +51.2% | +359.9% | +319.5% |
| All | +411.1% | +48.6% | +362.4% | +319.5% |
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 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