+145.8%
BWA vs COO
+17.5%
+128.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -14.7% | +15.3% | +6.5% |
| 7D | -0.1% | -23.3% | +23.3% | +10.4% |
| 30D | -5.5% | -29.5% | +24.0% | +8.0% |
| 3M | -7.6% | -20.0% | +12.4% | -0.4% |
| 6M | +25.0% | -27.2% | +52.2% | +39.7% |
| YTD | +47.0% | -33.9% | +80.9% | +71.2% |
| 1Y | +54.0% | -19.9% | +73.9% | +64.6% |
| 3Y | +70.7% | -38.1% | +108.8% | +97.0% |
| 5Y | +86.7% | -52.0% | +138.7% | +136.9% |
| All | +145.8% | +17.5% | +128.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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