+4,322.3%
BDX vs BWA
+3,424.3%
+898.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.7% |
| 7D | -4.3% | +4.3% | -8.6% | -5.0% |
| 30D | +1.3% | -2.9% | +4.2% | +1.7% |
| 3M | +20.2% | -12.4% | +32.7% | +22.6% |
| 6M | +8.6% | +28.6% | -19.9% | +3.1% |
| YTD | +19.0% | +48.2% | -29.3% | +9.8% |
| 1Y | +21.2% | +50.9% | -29.8% | +11.4% |
| 3Y | -9.7% | +72.2% | -81.9% | -20.0% |
| 5Y | -3.4% | +91.1% | -94.5% | -17.2% |
| 10Y | +53.9% | +144.0% | -90.2% | +21.0% |
| All | +4,322.3% | +3,424.3% | +898.1% | +2,122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling