+40.6%
ALB vs BWA
+94.6%
-54.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -3.6% | +7.3% | -10.9% | -7.4% |
| 30D | -2.9% | -15.8% | +12.9% | +6.6% |
| 3M | -25.8% | -25.7% | -0.1% | -13.0% |
| 6M | -53.6% | -19.6% | -34.0% | -48.6% |
| YTD | -32.4% | +14.1% | -46.4% | -40.7% |
| 1Y | -13.0% | +12.2% | -25.2% | -23.2% |
| 3Y | -15.0% | +63.8% | -78.8% | -40.2% |
| 5Y | -63.5% | +28.7% | -92.2% | -71.5% |
| All | +40.6% | +94.6% | -54.1% | -8.5% |
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