+356.1%
ALL vs BWA
+142.9%
+213.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | -1.7% | +4.3% | -6.0% | -2.7% |
| 30D | -4.7% | -2.9% | -1.8% | -4.2% |
| 3M | +18.4% | -12.4% | +30.8% | +21.4% |
| 6M | +20.5% | +28.6% | -8.1% | +11.0% |
| YTD | +23.5% | +48.2% | -24.7% | +8.3% |
| 1Y | +29.0% | +50.9% | -21.9% | +12.2% |
| 3Y | +153.7% | +72.2% | +81.6% | +106.9% |
| 5Y | +114.8% | +91.1% | +23.7% | +64.3% |
| 10Y | +356.1% | +144.0% | +212.1% | +196.7% |
| All | +356.1% | +142.9% | +213.2% | +196.7% |
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