+28,696.1%
WDC vs BWA
+3,492.4%
+25,203.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +4.4% |
| 7D | +1.7% | +5.7% | -3.9% | -1.2% |
| 30D | -10.0% | +1.4% | -11.4% | -10.7% |
| 3M | -18.8% | -12.1% | -6.7% | -12.4% |
| 6M | +79.0% | +28.6% | +50.5% | +58.1% |
| YTD | +171.6% | +51.1% | +120.5% | +117.3% |
| 1Y | +417.4% | +55.9% | +361.5% | +305.5% |
| 3Y | +1,251.8% | +70.1% | +1,181.7% | +881.8% |
| 5Y | +911.7% | +90.7% | +821.0% | +584.5% |
| 10Y | +1,399.6% | +154.0% | +1,245.7% | +739.8% |
| All | +28,696.1% | +3,492.4% | +25,203.7% | +5,103.9% |
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 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