+86.6%
BWA vs COO
-44.2%
+130.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | +0.8% |
| 7D | +0.1% | -9.0% | +9.1% | +3.5% |
| 30D | -5.6% | -16.8% | +11.3% | +0.8% |
| 3M | -10.7% | -7.5% | -3.2% | -8.8% |
| 6M | +23.2% | -16.3% | +39.4% | +30.6% |
| YTD | +46.0% | -22.5% | +68.5% | +59.8% |
| 1Y | +51.2% | -7.0% | +58.2% | +53.4% |
| 3Y | +69.6% | -27.5% | +97.0% | +83.8% |
| 5Y | +86.6% | -43.3% | +129.9% | +116.4% |
| All | +86.6% | -44.2% | +130.8% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling