-12.8%
BB vs BWA
+32.7%
-45.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | +0.1% |
| 7D | +11.6% | -2.4% | +14.0% | +12.9% |
| 30D | +2.6% | -17.7% | +20.3% | +13.3% |
| 3M | +3.5% | -27.0% | +30.5% | +20.7% |
| 6M | +43.5% | -17.3% | +60.8% | +56.9% |
| YTD | +141.2% | +12.9% | +128.3% | +116.1% |
| 1Y | +97.4% | +12.9% | +84.5% | +76.3% |
| 3Y | +151.1% | +62.1% | +89.0% | +74.3% |
| 5Y | -12.8% | +30.7% | -43.5% | -38.4% |
| All | -12.8% | +32.7% | -45.5% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling