+145.8%
BWA vs ACM
+131.7%
+14.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | +1.5% |
| 7D | -0.1% | -5.9% | +5.8% | +3.0% |
| 30D | -5.5% | -6.2% | +0.7% | -3.2% |
| 3M | -7.6% | -7.9% | +0.3% | -5.4% |
| 6M | +25.0% | -30.6% | +55.6% | +47.0% |
| YTD | +47.0% | -33.3% | +80.2% | +73.6% |
| 1Y | +54.0% | -49.2% | +103.2% | +109.7% |
| 3Y | +70.7% | -23.5% | +94.1% | +81.7% |
| 5Y | +86.7% | +0.9% | +85.7% | +68.8% |
| All | +145.8% | +131.7% | +14.1% | +54.1% |
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