+577.6%
XYZ vs BWA
+61.3%
+516.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.8% | +1.0% |
| 7D | +14.9% | -0.6% | +15.5% | +15.0% |
| 30D | +14.7% | -16.1% | +30.7% | +24.5% |
| 3M | +12.1% | -24.6% | +36.7% | +27.6% |
| 6M | +18.3% | -15.7% | +34.0% | +25.2% |
| YTD | +36.1% | +15.1% | +21.0% | +17.1% |
| 1Y | +35.3% | +15.9% | +19.4% | +15.5% |
| 3Y | +73.5% | +67.1% | +6.4% | +18.5% |
| 5Y | -61.6% | +34.7% | -96.4% | -71.1% |
| 10Y | +638.0% | +99.5% | +538.5% | +296.1% |
| All | +577.6% | +61.3% | +516.3% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling