+86.7%
BWA vs EXEL
+192.6%
-105.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -0.1% | -2.9% | +2.8% | +0.4% |
| 30D | -5.5% | +11.9% | -17.4% | -7.3% |
| 3M | -7.6% | +9.2% | -16.8% | -9.2% |
| 6M | +25.0% | +39.1% | -14.1% | +17.8% |
| YTD | +47.0% | +31.0% | +15.9% | +39.6% |
| 1Y | +54.0% | +52.3% | +1.7% | +42.4% |
| 3Y | +70.7% | +159.7% | -89.1% | +39.8% |
| 5Y | +86.7% | +187.7% | -101.0% | +43.6% |
| All | +86.7% | +192.6% | -105.9% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling