+391.8%
BAC vs BWA
+142.9%
+248.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +1.2% | +4.3% | -3.1% | -0.7% |
| 30D | -0.7% | -2.9% | +2.2% | +0.3% |
| 3M | +16.9% | -12.4% | +29.4% | +22.9% |
| 6M | +29.6% | +28.6% | +1.0% | +12.9% |
| YTD | +15.3% | +48.2% | -33.0% | -8.8% |
| 1Y | +28.8% | +50.9% | -22.1% | +0.4% |
| 3Y | +136.4% | +72.2% | +64.2% | +66.0% |
| 5Y | +72.9% | +91.1% | -18.1% | +10.7% |
| 10Y | +391.8% | +144.0% | +247.8% | +153.3% |
| All | +391.8% | +142.9% | +248.8% | +153.3% |
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