+26.8%
BA vs BWA
+92.6%
-65.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.2% |
| 7D | -1.4% | +1.7% | -3.1% | -2.5% |
| 30D | -7.9% | -14.6% | +6.7% | -0.4% |
| 3M | -25.2% | -26.2% | +1.1% | -12.9% |
| 6M | -26.7% | -18.4% | -8.3% | -20.4% |
| YTD | -19.6% | +14.7% | -34.3% | -30.9% |
| 1Y | -10.6% | +13.3% | -23.9% | -22.9% |
| 3Y | -11.2% | +64.7% | -75.9% | -42.1% |
| 5Y | -20.4% | +32.2% | -52.6% | -42.8% |
| 10Y | +26.8% | +96.8% | -70.0% | -30.8% |
| All | +26.8% | +92.6% | -65.8% | -30.8% |
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