+18,118.2%
WDC vs BWA
+2,606.8%
+15,511.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | +12.1% | +4.3% | +7.8% | +9.8% |
| 30D | -18.8% | -13.0% | -5.8% | -11.8% |
| 3M | -39.3% | -24.8% | -14.5% | -29.0% |
| 6M | -40.1% | -23.5% | -16.6% | -30.2% |
| YTD | +71.8% | +13.8% | +58.0% | +60.5% |
| 1Y | +88.5% | +13.4% | +75.0% | +76.3% |
| 3Y | +770.0% | +62.8% | +707.2% | +557.3% |
| 5Y | +549.0% | +28.5% | +520.6% | +444.4% |
| 10Y | +650.3% | +95.4% | +554.9% | +386.8% |
| All | +18,118.2% | +2,606.8% | +15,511.5% | +3,744.0% |
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