+209.9%
BKNG vs BWA
+153.1%
+56.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -10.7% | -0.1% | -10.6% | -10.6% |
| 30D | -18.1% | -5.5% | -12.6% | -16.6% |
| 3M | +8.5% | -7.6% | +16.1% | +10.9% |
| 6M | -0.1% | +25.0% | -25.0% | -10.7% |
| YTD | -18.2% | +47.0% | -65.2% | -33.0% |
| 1Y | -19.9% | +54.0% | -73.9% | -35.9% |
| 3Y | +41.6% | +70.7% | -29.1% | +4.1% |
| 5Y | +93.1% | +86.7% | +6.4% | +32.9% |
| All | +209.9% | +153.1% | +56.8% | +75.2% |
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