+2.4%
BB vs BWA
+142.7%
-140.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -12.2% | -5.6% | -6.7% | -9.6% |
| 3M | -12.3% | -10.7% | -1.6% | -7.2% |
| 6M | +122.7% | +23.2% | +99.5% | +96.8% |
| YTD | +104.5% | +46.0% | +58.5% | +58.9% |
| 1Y | +106.7% | +51.2% | +55.5% | +56.2% |
| 3Y | +70.0% | +69.6% | +0.4% | +15.6% |
| 5Y | -27.8% | +86.6% | -114.4% | -54.7% |
| 10Y | +2.4% | +152.3% | -149.9% | -44.2% |
| All | +2.4% | +142.7% | -140.3% | -44.2% |
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