-24.6%
WY vs BWA
+68.2%
-92.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.8% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -11.3% | -5.5% | -5.8% | -10.2% |
| 3M | -8.1% | -7.6% | -0.5% | -6.7% |
| 6M | -7.4% | +25.0% | -32.4% | -13.9% |
| YTD | -4.7% | +47.0% | -51.7% | -17.0% |
| 1Y | -9.2% | +54.0% | -63.2% | -22.4% |
| All | -24.6% | +68.2% | -92.8% | -42.4% |
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 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