+238.4%
A vs BWA
+153.1%
+85.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -4.3% | -5.5% | +1.2% | -2.7% |
| 3M | +8.9% | -7.6% | +16.6% | +11.1% |
| 6M | +24.5% | +25.0% | -0.5% | +15.0% |
| YTD | +5.8% | +47.0% | -41.1% | -8.4% |
| 1Y | +16.2% | +54.0% | -37.8% | -1.1% |
| 3Y | +28.5% | +70.7% | -42.2% | +3.5% |
| 5Y | -16.3% | +86.7% | -103.0% | -36.2% |
| All | +238.4% | +153.1% | +85.3% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling