+96.3%
BWA vs ACM
+132.6%
-36.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +4.3% | +5.6% | -1.4% | +1.4% |
| 30D | -13.0% | +20.8% | -33.8% | -21.3% |
| 3M | -24.8% | +11.4% | -36.2% | -29.5% |
| 6M | -23.5% | +0.9% | -24.5% | -25.5% |
| YTD | +13.8% | -24.8% | +38.7% | +27.1% |
| 1Y | +13.4% | -46.4% | +59.9% | +53.6% |
| 3Y | +62.8% | -9.2% | +72.0% | +57.9% |
| 5Y | +28.5% | +5.0% | +23.5% | +13.0% |
| All | +96.3% | +132.6% | -36.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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