+368.4%
ALL vs BWA
+95.2%
+273.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.3% |
| 7D | -0.1% | -2.4% | +2.3% | +0.3% |
| 30D | +13.8% | -17.7% | +31.5% | +18.6% |
| 3M | -2.8% | -27.0% | +24.2% | +3.9% |
| 6M | +23.7% | -17.3% | +41.0% | +26.6% |
| YTD | +27.3% | +12.9% | +14.4% | +18.1% |
| 1Y | +30.5% | +12.9% | +17.6% | +21.0% |
| 3Y | +113.0% | +62.1% | +50.9% | +72.7% |
| 5Y | +157.6% | +30.7% | +126.9% | +116.7% |
| 10Y | +368.4% | +89.2% | +279.2% | +221.9% |
| All | +368.4% | +95.2% | +273.2% | +221.9% |
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 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