+278.6%
BR vs BWA
+94.2%
+184.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.1% | +4.3% | -3.2% | +0.3% |
| 30D | +14.4% | -13.0% | +27.4% | +17.0% |
| 3M | +12.4% | -24.8% | +37.2% | +17.7% |
| 6M | +35.4% | -23.5% | +59.0% | +40.4% |
| YTD | -12.2% | +13.8% | -26.0% | -18.0% |
| 1Y | -12.7% | +13.4% | -26.2% | -18.6% |
| 3Y | +14.3% | +62.8% | -48.5% | -4.5% |
| 5Y | +19.3% | +28.5% | -9.2% | +3.0% |
| All | +278.6% | +94.2% | +184.3% | +181.9% |
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