+135.8%
BP vs BWA
+88.6%
+47.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.9% |
| 7D | +0.9% | +4.3% | -3.4% | -0.2% |
| 30D | +9.1% | -2.9% | +12.0% | +9.8% |
| 3M | +3.9% | -12.4% | +16.3% | +7.1% |
| 6M | +13.6% | +28.6% | -14.9% | +4.3% |
| YTD | +34.0% | +48.2% | -14.2% | +16.1% |
| 1Y | +39.2% | +50.9% | -11.8% | +19.3% |
| 3Y | +36.4% | +72.2% | -35.7% | +8.5% |
| 5Y | +135.8% | +91.1% | +44.7% | +70.5% |
| All | +135.8% | +88.6% | +47.2% | +70.5% |
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