+34.1%
BWA vs FGI
-70.6%
+104.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -5.5% | -7.0% | +1.5% | -5.4% |
| 30D | -21.7% | -4.2% | -17.5% | -21.7% |
| 3M | -25.6% | +55.6% | -81.2% | -26.1% |
| 6M | -17.4% | -3.2% | -14.3% | -17.7% |
| YTD | +9.2% | +29.1% | -19.9% | +7.9% |
| 1Y | +9.7% | +51.0% | -41.2% | +8.2% |
| 3Y | +54.6% | +1.5% | +53.1% | +51.6% |
| All | +34.1% | -70.6% | +104.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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