+92.8%
ALB vs BWA
+146.4%
-53.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.7% |
| 7D | -4.4% | +4.3% | -8.7% | -6.8% |
| 30D | -1.2% | -2.9% | +1.7% | +0.1% |
| 3M | -13.3% | -12.4% | -0.9% | -7.2% |
| 6M | -19.8% | +28.6% | -48.3% | -32.0% |
| YTD | -7.9% | +48.2% | -56.2% | -30.0% |
| 1Y | +60.2% | +50.9% | +9.2% | +20.0% |
| 3Y | -26.4% | +72.2% | -98.6% | -49.8% |
| 5Y | -42.5% | +91.1% | -133.6% | -63.8% |
| All | +92.8% | +146.4% | -53.6% | +2.3% |
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