-2.6%
AGG vs BWA
+87.2%
-89.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -1.1% | -1.3% | +0.3% | -1.0% |
| 30D | -1.1% | -2.9% | +1.8% | -1.1% |
| 3M | -1.9% | -10.7% | +8.8% | -1.7% |
| 6M | -1.7% | +26.5% | -28.2% | -2.2% |
| YTD | -1.3% | +49.1% | -50.4% | -2.2% |
| 1Y | -0.7% | +52.1% | -52.8% | -1.7% |
| 3Y | +12.5% | +72.6% | -60.1% | +10.7% |
| All | -2.6% | +87.2% | -89.8% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling