+72.6%
XYZ vs BWA
+51.7%
+20.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.8% |
| 7D | +12.1% | -5.5% | +17.6% | +14.1% |
| 30D | +12.4% | -21.7% | +34.1% | +21.9% |
| 3M | +8.2% | -25.6% | +33.8% | +19.0% |
| 6M | +20.7% | -17.4% | +38.1% | +25.9% |
| YTD | +31.3% | +9.2% | +22.1% | +14.0% |
| 1Y | +20.5% | +9.7% | +10.8% | +4.0% |
| 3Y | +72.6% | +54.6% | +18.0% | +14.9% |
| All | +72.6% | +51.7% | +20.9% | +14.9% |
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 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