+91.7%
BKNG vs BWA
+84.5%
+7.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.8% |
| 3M | +8.5% | -7.6% | +16.1% | +10.6% |
| 6M | -0.1% | +25.0% | -25.0% | -9.9% |
| YTD | -18.2% | +47.0% | -65.2% | -32.3% |
| 1Y | -19.9% | +54.0% | -73.9% | -35.2% |
| 3Y | +41.6% | +70.7% | -29.1% | +6.0% |
| All | +91.7% | +84.5% | +7.2% | +27.2% |
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 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