+17.5%
BND vs BWA
+94.2%
-76.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.4% | +4.3% | -5.7% | -1.5% |
| 30D | +0.6% | -13.0% | +13.6% | +0.7% |
| 3M | -1.6% | -24.8% | +23.2% | -1.4% |
| 6M | -1.5% | -23.5% | +22.0% | -1.4% |
| YTD | -1.5% | +13.8% | -15.3% | -1.6% |
| 1Y | -1.1% | +13.4% | -14.5% | -1.2% |
| 3Y | +13.6% | +62.8% | -49.2% | +13.2% |
| 5Y | -1.8% | +28.5% | -30.3% | -2.3% |
| All | +17.5% | +94.2% | -76.8% | +16.2% |
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