+1,549.0%
BWA vs FDS
+10,480.1%
-8,931.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +4.3% | +1.5% | +2.8% | +3.8% |
| 30D | -13.0% | +14.8% | -27.8% | -17.2% |
| 3M | -24.8% | +16.3% | -41.1% | -29.3% |
| 6M | -23.5% | +66.2% | -89.7% | -37.6% |
| YTD | +13.8% | +16.2% | -2.4% | +2.2% |
| 1Y | +13.4% | +21.8% | -8.4% | -0.2% |
| 3Y | +62.8% | -23.9% | +86.6% | +66.9% |
| 5Y | +28.5% | -23.1% | +51.6% | +29.5% |
| 10Y | +95.4% | +128.7% | -33.3% | +30.6% |
| All | +1,549.0% | +10,480.1% | -8,931.1% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling