+319.9%
ADP vs BWA
+94.2%
+225.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +2.2% | +4.3% | -2.1% | +1.3% |
| 30D | +10.6% | -13.0% | +23.6% | +13.5% |
| 3M | +12.9% | -24.8% | +37.7% | +19.1% |
| 6M | +50.6% | -23.5% | +74.2% | +56.8% |
| YTD | +23.2% | +13.8% | +9.3% | +13.6% |
| 1Y | +25.3% | +13.4% | +11.8% | +15.5% |
| 3Y | +47.1% | +62.8% | -15.6% | +19.3% |
| 5Y | +50.1% | +28.5% | +21.6% | +26.6% |
| All | +319.9% | +94.2% | +225.7% | +185.4% |
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