+321.8%
A vs BWA
+95.7%
+226.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | +3.3% | -14.6% | +17.9% | +8.0% |
| 3M | +18.5% | -26.2% | +44.8% | +29.0% |
| 6M | +59.3% | -18.4% | +77.7% | +67.1% |
| YTD | +31.0% | +14.7% | +16.3% | +21.5% |
| 1Y | +19.3% | +13.3% | +6.0% | +11.0% |
| 3Y | +66.8% | +64.7% | +2.1% | +36.0% |
| 5Y | +15.5% | +32.2% | -16.7% | -2.5% |
| All | +321.8% | +95.7% | +226.2% | +220.7% |
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 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