+26.6%
BA vs BWA
+95.2%
-68.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.6% |
| 7D | 0.0% | -2.4% | +2.5% | +1.1% |
| 30D | -8.9% | -17.7% | +8.8% | +0.5% |
| 3M | -25.5% | -27.0% | +1.5% | -12.9% |
| 6M | -27.0% | -17.3% | -9.6% | -21.3% |
| YTD | -20.1% | +12.9% | -33.0% | -30.7% |
| 1Y | -11.0% | +12.9% | -23.9% | -23.1% |
| 3Y | -11.8% | +62.1% | -73.9% | -42.0% |
| 5Y | -20.6% | +30.7% | -51.4% | -42.7% |
| 10Y | +26.6% | +89.2% | -62.6% | -30.1% |
| All | +26.6% | +95.2% | -68.6% | -30.1% |
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