+20.3%
BIL vs BWA
+27.4%
-7.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +0.3% | -13.0% | +13.4% | +0.3% |
| 3M | +1.0% | -24.8% | +25.8% | +0.9% |
| 6M | +1.9% | -23.5% | +25.4% | +1.9% |
| YTD | +3.2% | +13.8% | -10.7% | +3.2% |
| 1Y | +3.7% | +13.4% | -9.7% | +3.7% |
| 3Y | +13.8% | +62.8% | -48.9% | +13.9% |
| All | +20.3% | +27.4% | -7.2% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling