+533.2%
XYZ vs BWA
+111.8%
+421.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.1% |
| 7D | -1.0% | +5.7% | -6.6% | -3.6% |
| 30D | -1.7% | +1.4% | -3.1% | -2.6% |
| 3M | +16.7% | -12.1% | +28.8% | +23.4% |
| 6M | +26.9% | +28.6% | -1.7% | +9.1% |
| YTD | +27.1% | +51.1% | -23.9% | -3.6% |
| 1Y | +9.3% | +55.9% | -46.6% | -19.2% |
| 3Y | +42.3% | +70.1% | -27.9% | -2.6% |
| 5Y | -69.3% | +90.7% | -160.0% | -80.4% |
| 10Y | +586.8% | +154.0% | +432.8% | +228.2% |
| All | +533.2% | +111.8% | +421.4% | +200.3% |
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