+1,552.2%
BWA vs FDS
+10,448.9%
-8,896.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +7.3% | -2.6% | +9.9% | +8.1% |
| 30D | -15.8% | +14.1% | -29.9% | -19.7% |
| 3M | -25.7% | +19.8% | -45.5% | -30.9% |
| 6M | -19.6% | +55.0% | -74.6% | -33.0% |
| YTD | +14.1% | +15.9% | -1.8% | +2.5% |
| 1Y | +12.2% | +24.2% | -12.0% | -2.0% |
| 3Y | +63.8% | -24.0% | +87.9% | +68.1% |
| 5Y | +28.7% | -23.3% | +52.1% | +29.9% |
| 10Y | +95.8% | +128.0% | -32.3% | +31.0% |
| All | +1,552.2% | +10,448.9% | -8,896.7% | +381.5% |
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 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