-0.2%
WY vs BWA
+17.4%
-17.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.2% | +5.8% |
| 7D | +13.3% | -9.9% | +23.2% | +14.1% |
| 30D | +17.6% | -16.4% | +34.0% | +19.1% |
| 3M | -15.0% | -19.8% | +4.8% | -13.8% |
| 6M | -5.9% | -10.0% | +4.1% | -6.3% |
| YTD | -5.7% | +12.7% | -18.5% | -10.1% |
| 1Y | -0.2% | +15.7% | -15.9% | -5.8% |
| All | -0.2% | +17.4% | -17.6% | -5.8% |
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