+96.3%
BWA vs EXEL
+320.7%
-224.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | -13.0% | +13.1% | -26.1% | -14.9% |
| 3M | -24.8% | +36.3% | -61.2% | -28.9% |
| 6M | -23.5% | +34.5% | -58.0% | -27.7% |
| YTD | +13.8% | +57.4% | -43.6% | +4.4% |
| 1Y | +13.4% | +62.9% | -49.5% | +3.4% |
| 3Y | +62.8% | +229.5% | -166.8% | +27.5% |
| 5Y | +28.5% | +281.2% | -252.8% | -3.6% |
| All | +96.3% | +320.7% | -224.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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