+31.2%
BIL vs BWA
+251.4%
-220.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +0.3% | -14.6% | +14.9% | +0.3% |
| 3M | +0.9% | -26.2% | +27.2% | +0.9% |
| 6M | +1.9% | -18.4% | +20.3% | +1.8% |
| YTD | +3.1% | +14.7% | -11.5% | +3.2% |
| 1Y | +3.7% | +13.3% | -9.6% | +3.7% |
| 3Y | +13.8% | +64.7% | -50.9% | +13.9% |
| 5Y | +20.2% | +32.2% | -11.9% | +20.3% |
| 10Y | +26.1% | +96.8% | -70.6% | +26.4% |
| All | +31.2% | +251.4% | -220.2% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling