+71.9%
BWA vs ABCL
-81.0%
+152.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.3% |
| 7D | +7.3% | +4.4% | +2.9% | +6.8% |
| 30D | -15.8% | -7.9% | -8.0% | -15.3% |
| 3M | -25.7% | +12.2% | -38.0% | -27.0% |
| 6M | -19.6% | +134.7% | -154.3% | -27.6% |
| YTD | +14.1% | +239.8% | -225.7% | -1.8% |
| 1Y | +12.2% | +192.7% | -180.5% | -2.1% |
| 3Y | +63.8% | +187.6% | -123.8% | +36.8% |
| 5Y | +28.7% | -22.6% | +51.4% | +14.1% |
| All | +71.9% | -81.0% | +152.9% | +62.1% |
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