-7.5%
WY vs BWA
+59.1%
-66.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.4% |
| 7D | -2.6% | +5.7% | -8.3% | -3.2% |
| 30D | -10.9% | +1.4% | -12.3% | -11.1% |
| 3M | -6.0% | -12.1% | +6.1% | -4.2% |
| 6M | -5.6% | +28.6% | -34.2% | -9.7% |
| YTD | -1.1% | +51.1% | -52.2% | -10.6% |
| 1Y | -7.5% | +55.9% | -63.3% | -17.4% |
| All | -7.5% | +59.1% | -66.5% | -17.4% |
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