+934.0%
BE vs BWA
+94.0%
+840.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.5% |
| 7D | +9.7% | -0.1% | +9.8% | +9.7% |
| 30D | +22.4% | -5.5% | +27.9% | +27.1% |
| 3M | +10.4% | -7.6% | +18.0% | +17.4% |
| 6M | +67.9% | +25.0% | +42.9% | +43.9% |
| YTD | +197.5% | +47.0% | +150.5% | +119.7% |
| 1Y | +310.6% | +54.0% | +256.6% | +192.5% |
| 3Y | +1,657.2% | +70.7% | +1,586.6% | +1,018.3% |
| 5Y | +1,218.2% | +86.7% | +1,131.5% | +666.5% |
| All | +934.0% | +94.0% | +840.0% | +287.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling