+23.3%
BA vs BWA
+94.2%
-70.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.1% | +4.3% | -5.4% | -3.4% |
| 30D | -7.1% | -13.0% | +5.9% | -0.5% |
| 3M | -25.5% | -24.8% | -0.7% | -14.2% |
| 6M | -28.7% | -23.5% | -5.2% | -19.6% |
| YTD | -21.0% | +13.8% | -34.9% | -31.8% |
| 1Y | -11.9% | +13.4% | -25.3% | -24.0% |
| 3Y | -16.2% | +62.8% | -78.9% | -44.9% |
| 5Y | -22.4% | +28.5% | -50.8% | -43.2% |
| All | +23.3% | +94.2% | -70.9% | -32.6% |
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