-50.4%
BIDU vs BWA
+156.8%
-207.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | -8.1% | -1.3% | -6.8% | -7.6% |
| 30D | -12.8% | -2.9% | -9.9% | -11.7% |
| 3M | -21.3% | -10.7% | -10.6% | -17.9% |
| 6M | -27.0% | +26.5% | -53.4% | -34.4% |
| YTD | -30.0% | +49.1% | -79.1% | -42.6% |
| 1Y | -18.3% | +52.1% | -70.3% | -33.7% |
| 3Y | -33.8% | +72.6% | -106.4% | -50.6% |
| 5Y | -44.3% | +89.4% | -133.7% | -60.9% |
| All | -50.4% | +156.8% | -207.1% | -69.7% |
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