+145.8%
BWA vs ALM
+2,776.7%
-2,631.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +1.0% |
| 7D | -0.1% | -7.1% | +7.1% | +0.2% |
| 30D | -5.5% | +24.7% | -30.2% | -6.4% |
| 3M | -7.6% | +8.3% | -15.9% | -8.2% |
| 6M | +25.0% | -22.2% | +47.1% | +25.2% |
| YTD | +47.0% | +88.1% | -41.1% | +43.1% |
| 1Y | +54.0% | +272.4% | -218.4% | +46.1% |
| 3Y | +70.7% | +2,004.1% | -1,933.4% | +49.7% |
| 5Y | +86.7% | +915.8% | -829.1% | +66.0% |
| All | +145.8% | +2,776.7% | -2,631.0% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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