+21.9%
BB vs BWA
+94.2%
-72.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +1.8% | +4.3% | -2.4% | -0.4% |
| 30D | +8.1% | -13.0% | +21.1% | +16.9% |
| 3M | -1.0% | -24.8% | +23.8% | +15.3% |
| 6M | +45.9% | -23.5% | +69.4% | +68.1% |
| YTD | +134.8% | +13.8% | +121.0% | +108.2% |
| 1Y | +104.6% | +13.4% | +91.2% | +81.1% |
| 3Y | +152.8% | +62.8% | +90.1% | +74.8% |
| 5Y | -17.4% | +28.5% | -45.9% | -36.6% |
| All | +21.9% | +94.2% | -72.3% | -22.7% |
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