+370.0%
ALL vs BWA
+94.6%
+275.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | 0.0% | +7.3% | -7.3% | -1.7% |
| 30D | +12.8% | -15.8% | +28.6% | +17.0% |
| 3M | +4.7% | -25.7% | +30.4% | +11.4% |
| 6M | +24.9% | -19.6% | +44.5% | +28.9% |
| YTD | +30.0% | +14.1% | +15.9% | +20.3% |
| 1Y | +29.9% | +12.2% | +17.8% | +20.7% |
| 3Y | +117.5% | +63.8% | +53.7% | +75.9% |
| 5Y | +161.7% | +28.7% | +133.0% | +121.6% |
| All | +370.0% | +94.6% | +275.3% | +219.5% |
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