+133.9%
BP vs BWA
+142.7%
-8.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.3% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +7.8% | -5.6% | +13.4% | +9.8% |
| 3M | +8.4% | -10.7% | +19.1% | +12.1% |
| 6M | +15.1% | +23.2% | -8.1% | +3.6% |
| YTD | +36.4% | +46.0% | -9.6% | +12.7% |
| 1Y | +40.9% | +51.2% | -10.3% | +14.0% |
| 3Y | +38.8% | +69.6% | -30.7% | +3.0% |
| 5Y | +141.1% | +86.6% | +54.5% | +65.0% |
| 10Y | +133.9% | +152.3% | -18.4% | +27.6% |
| All | +133.9% | +142.7% | -8.8% | +27.6% |
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