+42.3%
BWA vs BAM
+81.2%
-38.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.3% | -2.7% | +6.9% | +5.3% |
| 30D | -13.0% | +15.5% | -28.5% | -17.9% |
| 3M | -24.8% | -6.9% | -18.0% | -23.0% |
| 6M | -23.5% | +9.9% | -33.4% | -26.9% |
| YTD | +13.8% | +1.4% | +12.5% | +11.6% |
| 1Y | +13.4% | +3.3% | +10.2% | +10.2% |
| 3Y | +62.8% | +83.6% | -20.9% | +22.6% |
| All | +42.3% | +81.2% | -38.9% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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