-23.3%
WY vs BWA
+64.0%
-87.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.8% | +4.3% | -5.1% | -1.8% |
| 30D | +10.1% | -13.0% | +23.1% | +13.6% |
| 3M | -15.4% | -24.8% | +9.4% | -9.6% |
| 6M | -8.3% | -23.5% | +15.2% | -3.2% |
| YTD | -9.8% | +13.8% | -23.7% | -18.5% |
| 1Y | -3.9% | +13.4% | -17.3% | -13.1% |
| 3Y | -23.3% | +62.8% | -86.1% | -43.1% |
| All | -23.3% | +64.0% | -87.3% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling