-63.7%
XYZ vs BWA
+27.4%
-91.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.1% | +4.3% | -5.3% | -3.3% |
| 30D | +11.5% | -13.0% | +24.5% | +19.9% |
| 3M | +1.8% | -24.8% | +26.6% | +18.0% |
| 6M | +21.2% | -23.5% | +44.7% | +36.7% |
| YTD | +29.9% | +13.8% | +16.1% | +5.9% |
| 1Y | +35.8% | +13.4% | +22.3% | +10.3% |
| 3Y | +62.6% | +62.8% | -0.2% | -5.0% |
| All | -63.7% | +27.4% | -91.1% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling