+54.5%
AR vs BWA
+95.2%
-40.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +2.8% |
| 7D | -5.8% | -2.4% | -3.3% | -4.7% |
| 30D | +4.8% | -17.7% | +22.5% | +14.0% |
| 3M | +1.5% | -27.0% | +28.5% | +15.6% |
| 6M | +4.7% | -17.3% | +22.0% | +10.5% |
| YTD | +9.2% | +12.9% | -3.7% | -4.6% |
| 1Y | +11.2% | +12.9% | -1.7% | -3.3% |
| 3Y | +46.2% | +62.1% | -15.9% | +0.1% |
| 5Y | +98.1% | +30.7% | +67.3% | +46.3% |
| 10Y | +54.5% | +89.2% | -34.6% | -5.1% |
| All | +54.5% | +95.2% | -40.7% | -5.1% |
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