+672.3%
AU vs BWA
+156.8%
+515.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | -4.3% | -1.3% | -2.9% | -4.1% |
| 30D | +7.3% | -2.9% | +10.2% | +7.7% |
| 3M | +26.3% | -10.7% | +37.0% | +28.3% |
| 6M | +1.8% | +26.5% | -24.7% | -0.9% |
| YTD | +26.8% | +49.1% | -22.3% | +21.2% |
| 1Y | +66.7% | +52.1% | +14.6% | +59.0% |
| 3Y | +579.1% | +72.6% | +506.5% | +533.6% |
| 5Y | +689.3% | +89.4% | +599.9% | +621.6% |
| All | +672.3% | +156.8% | +515.5% | +635.7% |
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