+156.2%
BWA vs FIVE
+502.5%
-346.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +4.3% | +3.7% | +0.6% | +3.3% |
| 30D | -2.9% | +4.0% | -6.9% | -4.1% |
| 3M | -12.4% | +36.2% | -48.7% | -19.7% |
| 6M | +28.6% | +18.0% | +10.5% | +21.4% |
| YTD | +48.2% | +34.9% | +13.3% | +34.8% |
| 1Y | +50.9% | +67.9% | -17.0% | +28.5% |
| 3Y | +72.2% | +57.3% | +14.8% | +39.1% |
| 5Y | +91.1% | +39.5% | +51.5% | +53.4% |
| All | +156.2% | +502.5% | -346.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling