+290.2%
BN vs BWA
+94.2%
+196.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -1.0% | +4.3% | -5.3% | -2.7% |
| 30D | +14.0% | -13.0% | +27.0% | +20.2% |
| 3M | -9.0% | -24.8% | +15.8% | +1.4% |
| 6M | -8.8% | -23.5% | +14.7% | -0.1% |
| YTD | -10.3% | +13.8% | -24.1% | -19.1% |
| 1Y | -5.8% | +13.4% | -19.2% | -15.1% |
| 3Y | +94.8% | +62.8% | +32.0% | +46.6% |
| 5Y | +31.5% | +28.5% | +3.0% | +6.2% |
| All | +290.2% | +94.2% | +196.0% | +153.2% |
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