+73.5%
BWA vs ABCL
-79.5%
+153.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.2% | +4.9% |
| 7D | -0.6% | +12.4% | -13.0% | -1.7% |
| 30D | -16.1% | -0.4% | -15.7% | -16.2% |
| 3M | -24.6% | +80.4% | -105.0% | -29.5% |
| 6M | -15.7% | +138.5% | -154.2% | -24.2% |
| YTD | +15.1% | +265.5% | -250.4% | -1.6% |
| 1Y | +15.9% | +219.7% | -203.8% | +0.3% |
| 3Y | +67.1% | +209.4% | -142.3% | +38.6% |
| 5Y | +34.7% | -15.0% | +49.8% | +18.6% |
| All | +73.5% | -79.5% | +153.0% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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