+54.3%
AR vs BWA
+94.2%
-39.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +7.4% | +4.3% | +3.1% | +5.3% |
| 30D | +5.8% | -13.0% | +18.8% | +12.1% |
| 3M | +5.2% | -24.8% | +30.0% | +18.1% |
| 6M | +5.4% | -23.5% | +29.0% | +15.4% |
| YTD | +12.4% | +13.8% | -1.4% | -2.3% |
| 1Y | +12.8% | +13.4% | -0.6% | -2.2% |
| 3Y | +47.2% | +62.8% | -15.6% | +0.4% |
| 5Y | +101.1% | +28.5% | +72.7% | +50.2% |
| All | +54.3% | +94.2% | -39.9% | -9.1% |
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