+96.3%
BWA vs COO
+41.1%
+55.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | -13.0% | +14.2% | -27.2% | -17.7% |
| 3M | -24.8% | -18.2% | -6.6% | -19.4% |
| 6M | -23.5% | +5.3% | -28.9% | -27.2% |
| YTD | +13.8% | -23.6% | +37.4% | +24.6% |
| 1Y | +13.4% | -12.7% | +26.1% | +17.1% |
| 3Y | +62.8% | -24.2% | +87.0% | +72.3% |
| 5Y | +28.5% | -40.0% | +68.5% | +48.1% |
| All | +96.3% | +41.1% | +55.2% | +65.0% |
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