+977.1%
BE vs BWA
+92.7%
+884.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -1.8% |
| 7D | +23.9% | +0.1% | +23.8% | +23.8% |
| 30D | +27.8% | -5.6% | +33.4% | +32.8% |
| 3M | +3.7% | -10.7% | +14.4% | +13.3% |
| 6M | +78.0% | +23.2% | +54.8% | +54.2% |
| YTD | +209.9% | +46.0% | +163.9% | +130.0% |
| 1Y | +389.6% | +51.2% | +338.4% | +253.3% |
| 3Y | +1,730.6% | +69.6% | +1,661.0% | +1,070.8% |
| 5Y | +1,227.8% | +86.6% | +1,141.2% | +672.3% |
| All | +977.1% | +92.7% | +884.4% | +306.1% |
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