+104.5%
BWA vs FIVE
+822.5%
-718.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -21.7% | +17.7% | -39.4% | -24.9% |
| 3M | -25.6% | +4.0% | -29.6% | -26.7% |
| 6M | -17.4% | +2.6% | -20.0% | -19.0% |
| YTD | +9.2% | +27.6% | -18.4% | +1.1% |
| 1Y | +9.7% | +59.9% | -50.2% | -4.0% |
| 3Y | +54.6% | +35.8% | +18.9% | +31.8% |
| 5Y | +26.8% | +14.4% | +12.3% | +9.0% |
| 10Y | +89.0% | +576.1% | -487.2% | +4.0% |
| All | +104.5% | +822.5% | -718.0% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling