+289.2%
BN vs BWA
+95.2%
+194.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | +4.3% | -2.4% | +6.7% | +5.2% |
| 30D | +14.3% | -17.7% | +32.0% | +23.3% |
| 3M | -4.1% | -27.0% | +22.9% | +8.2% |
| 6M | -9.7% | -17.3% | +7.7% | -4.3% |
| YTD | -7.1% | +12.9% | -20.0% | -16.0% |
| 1Y | -7.4% | +12.9% | -20.3% | -16.4% |
| 3Y | +102.3% | +62.1% | +40.2% | +52.5% |
| 5Y | +35.9% | +30.7% | +5.2% | +9.1% |
| 10Y | +289.2% | +89.2% | +200.0% | +145.4% |
| All | +289.2% | +95.2% | +194.0% | +145.4% |
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