+35.5%
BN vs BWA
+34.0%
+1.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.4% | -1.5% | +1.6% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | +15.9% | -16.1% | +31.9% | +24.2% |
| 3M | -2.3% | -24.6% | +22.3% | +9.1% |
| 6M | -8.4% | -15.7% | +7.3% | -3.9% |
| YTD | -5.9% | +15.1% | -21.0% | -17.3% |
| 1Y | -5.6% | +15.9% | -21.5% | -17.5% |
| 3Y | +104.2% | +67.1% | +37.1% | +42.5% |
| 5Y | +35.5% | +34.7% | +0.7% | -3.3% |
| All | +35.5% | +34.0% | +1.5% | -3.3% |
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