+685.3%
AU vs BWA
+86.5%
+598.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.4% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | +7.3% | -5.5% | +12.8% | +8.6% |
| 3M | +33.2% | -7.6% | +40.8% | +35.5% |
| 6M | -0.6% | +25.0% | -25.6% | -4.5% |
| YTD | +26.2% | +47.0% | -20.8% | +17.5% |
| 1Y | +68.3% | +54.0% | +14.3% | +55.6% |
| 3Y | +592.1% | +70.7% | +521.4% | +520.7% |
| 5Y | +685.3% | +86.7% | +598.6% | +556.9% |
| All | +685.3% | +86.5% | +598.7% | +556.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling