+2,088.5%
BWA vs FDS
+9,502.8%
-7,414.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +3.9% |
| 7D | +5.7% | -1.9% | +7.6% | +6.2% |
| 30D | +1.4% | +9.0% | -7.6% | -1.7% |
| 3M | -12.1% | +18.9% | -30.9% | -18.5% |
| 6M | +28.6% | +35.1% | -6.6% | +12.0% |
| YTD | +51.1% | +5.5% | +45.6% | +41.3% |
| 1Y | +55.9% | -16.8% | +72.7% | +57.0% |
| 3Y | +70.1% | -28.1% | +98.2% | +79.0% |
| 5Y | +90.7% | -17.4% | +108.1% | +88.5% |
| 10Y | +154.0% | +85.4% | +68.5% | +83.7% |
| All | +2,088.5% | +9,502.8% | -7,414.3% | +563.7% |
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