+668.0%
BE vs BWA
+50.3%
+617.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +10.8% | +4.3% | +6.6% | +7.9% |
| 30D | -19.8% | -13.0% | -6.8% | -9.9% |
| 3M | -18.7% | -24.8% | +6.1% | +1.8% |
| 6M | -33.7% | -23.5% | -10.2% | -17.4% |
| YTD | +121.0% | +13.8% | +107.1% | +100.5% |
| 1Y | +85.4% | +13.4% | +72.0% | +68.7% |
| 3Y | +1,709.5% | +62.8% | +1,646.8% | +1,122.4% |
| 5Y | +462.2% | +28.5% | +433.7% | +340.0% |
| All | +668.0% | +50.3% | +617.7% | +253.9% |
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 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