+246.5%
BBY vs BWA
+156.8%
+89.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.4% |
| 7D | +0.6% | -1.3% | +1.9% | +1.2% |
| 30D | +9.4% | -2.9% | +12.3% | +10.5% |
| 3M | +19.3% | -10.7% | +30.1% | +24.5% |
| 6M | +47.9% | +26.5% | +21.5% | +29.9% |
| YTD | +39.6% | +49.1% | -9.5% | +10.1% |
| 1Y | +22.2% | +52.1% | -29.9% | -4.8% |
| 3Y | +45.0% | +72.6% | -27.6% | +3.5% |
| 5Y | +2.6% | +89.4% | -86.8% | -32.0% |
| All | +246.5% | +156.8% | +89.8% | +81.3% |
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