+55.4%
BDX vs BWA
+153.1%
-97.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.0% |
| 7D | -5.4% | -0.1% | -5.4% | -5.4% |
| 30D | -2.2% | -5.5% | +3.3% | -1.3% |
| 3M | +20.1% | -7.6% | +27.7% | +21.3% |
| 6M | +9.1% | +25.0% | -15.9% | +3.6% |
| YTD | +17.9% | +47.0% | -29.1% | +8.2% |
| 1Y | +22.1% | +54.0% | -31.9% | +11.0% |
| 3Y | -10.5% | +70.7% | -81.2% | -21.5% |
| 5Y | -2.6% | +86.7% | -89.3% | -17.3% |
| All | +55.4% | +153.1% | -97.7% | +23.5% |
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