+47.8%
AA vs BWA
+92.6%
-44.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +1.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.1% |
| 30D | -1.3% | -14.6% | +13.4% | +10.3% |
| 3M | -23.9% | -26.2% | +2.3% | -6.4% |
| 6M | -36.8% | -18.4% | -18.4% | -27.5% |
| YTD | -22.2% | +14.7% | -36.8% | -33.1% |
| 1Y | +10.4% | +13.3% | -3.0% | -4.5% |
| 3Y | +72.0% | +64.7% | +7.3% | +10.6% |
| 5Y | -15.6% | +32.2% | -47.8% | -39.2% |
| 10Y | +47.8% | +96.8% | -49.0% | -18.4% |
| All | +47.8% | +92.6% | -44.8% | -18.4% |
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