+35.8%
BN vs BWA
+88.6%
-52.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | -1.2% | +4.3% | -5.5% | -2.9% |
| 30D | -10.9% | -2.9% | -8.0% | -10.0% |
| 3M | -11.1% | -12.4% | +1.3% | -6.5% |
| 6M | -4.4% | +28.6% | -32.9% | -16.2% |
| YTD | -14.1% | +48.2% | -62.4% | -31.6% |
| 1Y | -11.1% | +50.9% | -62.0% | -30.2% |
| 3Y | +75.6% | +72.2% | +3.4% | +23.8% |
| 5Y | +35.8% | +91.1% | -55.3% | -15.4% |
| All | +35.8% | +88.6% | -52.8% | -15.4% |
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 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