+86.6%
BWA vs ALM
+958.0%
-871.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.2% |
| 7D | +0.1% | +3.6% | -3.5% | -0.1% |
| 30D | -5.6% | +33.8% | -39.3% | -7.5% |
| 3M | -10.7% | +14.8% | -25.5% | -11.9% |
| 6M | +23.2% | -7.0% | +30.1% | +22.3% |
| YTD | +46.0% | +108.1% | -62.1% | +38.9% |
| 1Y | +51.2% | +313.8% | -262.6% | +37.5% |
| 3Y | +69.6% | +2,227.6% | -2,158.1% | +28.9% |
| 5Y | +86.6% | +956.6% | -870.1% | +50.0% |
| All | +86.6% | +958.0% | -871.4% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling