+149.3%
BWA vs FDS
+64.8%
+84.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -1.3% | -14.0% | +12.7% | +2.4% |
| 30D | -2.9% | -6.2% | +3.3% | -1.8% |
| 3M | -10.7% | +10.2% | -20.9% | -14.4% |
| 6M | +26.5% | +27.4% | -1.0% | +13.2% |
| YTD | +49.1% | -9.3% | +58.4% | +49.7% |
| 1Y | +52.1% | -28.6% | +80.7% | +67.1% |
| 3Y | +72.6% | -36.8% | +109.4% | +97.4% |
| 5Y | +89.4% | -28.6% | +118.0% | +100.9% |
| All | +149.3% | +64.8% | +84.5% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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