+363.8%
ALL vs BWA
+101.5%
+262.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.6% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | +10.6% | -16.1% | +26.7% | +14.8% |
| 3M | -4.6% | -24.6% | +20.1% | +1.3% |
| 6M | +20.2% | -15.7% | +35.9% | +22.6% |
| YTD | +23.7% | +15.1% | +8.6% | +14.3% |
| 1Y | +27.9% | +15.9% | +12.0% | +17.8% |
| 3Y | +109.2% | +67.1% | +42.1% | +68.3% |
| 5Y | +148.0% | +34.7% | +113.3% | +107.0% |
| 10Y | +363.8% | +99.5% | +264.3% | +213.2% |
| All | +363.8% | +101.5% | +262.3% | +213.2% |
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