+86.6%
BWA vs FDS
-23.5%
+110.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.2% |
| 7D | +0.1% | -8.8% | +8.9% | +0.9% |
| 30D | -5.6% | -1.4% | -4.2% | -5.6% |
| 3M | -10.7% | +13.9% | -24.6% | -12.2% |
| 6M | +23.2% | +27.4% | -4.2% | +17.9% |
| YTD | +46.0% | -2.5% | +48.5% | +50.8% |
| 1Y | +51.2% | -23.8% | +75.0% | +70.1% |
| 3Y | +69.6% | -32.5% | +102.0% | +98.2% |
| 5Y | +86.6% | -23.2% | +109.8% | +98.9% |
| All | +86.6% | -23.5% | +110.0% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling