-36.9%
BAX vs BWA
+142.7%
-179.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -12.2% | -5.6% | -6.6% | -11.3% |
| 3M | +21.8% | -10.7% | +32.5% | +24.2% |
| 6M | +36.3% | +23.2% | +13.1% | +29.4% |
| YTD | +27.8% | +46.0% | -18.2% | +16.1% |
| 1Y | -0.1% | +51.2% | -51.2% | -10.0% |
| 3Y | -33.3% | +69.6% | -102.9% | -42.7% |
| 5Y | -67.1% | +86.6% | -153.7% | -72.8% |
| 10Y | -36.9% | +152.3% | -189.2% | -53.2% |
| All | -36.9% | +142.7% | -179.6% | -53.2% |
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