+96.3%
BWA vs FDS
+127.7%
-31.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +4.3% | +1.5% | +2.8% | +3.9% |
| 30D | -13.0% | +14.8% | -27.8% | -16.2% |
| 3M | -24.8% | +16.3% | -41.1% | -28.2% |
| 6M | -23.5% | +66.2% | -89.7% | -35.5% |
| YTD | +13.8% | +16.2% | -2.4% | +6.9% |
| 1Y | +13.4% | +21.8% | -8.4% | +4.1% |
| 3Y | +62.8% | -23.9% | +86.6% | +79.3% |
| 5Y | +28.5% | -23.1% | +51.6% | +38.2% |
| All | +96.3% | +127.7% | -31.4% | +15.6% |
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