+191.5%
BAH vs BWA
+142.7%
+48.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -6.6% | -5.6% | -1.1% | -6.0% |
| 3M | -7.2% | -10.7% | +3.5% | -6.1% |
| 6M | -10.0% | +23.2% | -33.2% | -13.0% |
| YTD | -12.5% | +46.0% | -58.4% | -18.7% |
| 1Y | -27.9% | +51.2% | -79.1% | -33.5% |
| 3Y | -31.4% | +69.6% | -101.0% | -38.8% |
| 5Y | -3.2% | +86.6% | -89.8% | -16.6% |
| 10Y | +191.5% | +152.3% | +39.2% | +149.4% |
| All | +191.5% | +142.7% | +48.8% | +149.4% |
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