+45.0%
AA vs BWA
+95.2%
-50.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.0% |
| 7D | +1.2% | -2.4% | +3.7% | +3.0% |
| 30D | -5.0% | -17.7% | +12.7% | +8.8% |
| 3M | -22.2% | -27.0% | +4.8% | -3.6% |
| 6M | -36.3% | -17.3% | -19.0% | -27.6% |
| YTD | -24.2% | +12.9% | -37.0% | -34.1% |
| 1Y | +3.9% | +12.9% | -9.0% | -9.9% |
| 3Y | +67.6% | +62.1% | +5.5% | +9.0% |
| 5Y | -8.8% | +30.7% | -39.5% | -33.8% |
| 10Y | +45.0% | +89.2% | -44.2% | -17.2% |
| All | +45.0% | +95.2% | -50.3% | -17.2% |
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