+195.2%
BAH vs BWA
+94.2%
+101.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.7% | +4.3% | -2.6% | +1.2% |
| 30D | +20.8% | -13.0% | +33.8% | +22.6% |
| 3M | +11.6% | -24.8% | +36.4% | +15.1% |
| 6M | +23.1% | -23.5% | +46.6% | +26.3% |
| YTD | +5.3% | +13.8% | -8.6% | +0.2% |
| 1Y | +6.1% | +13.4% | -7.3% | +1.0% |
| 3Y | -27.5% | +62.8% | -90.2% | -36.1% |
| 5Y | +6.2% | +28.5% | -22.3% | -4.2% |
| All | +195.2% | +94.2% | +101.0% | +147.5% |
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