+183.0%
BWA vs FIVE
+868.1%
-685.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +1.5% |
| 7D | +5.7% | +4.3% | +1.4% | +4.6% |
| 30D | +1.4% | +12.5% | -11.1% | -1.7% |
| 3M | -12.1% | +31.2% | -43.3% | -18.1% |
| 6M | +28.6% | +14.4% | +14.2% | +23.0% |
| YTD | +51.1% | +33.9% | +17.2% | +38.7% |
| 1Y | +55.9% | +65.1% | -9.2% | +35.1% |
| 3Y | +70.1% | +49.0% | +21.2% | +41.8% |
| 5Y | +90.7% | +30.3% | +60.4% | +58.9% |
| 10Y | +154.0% | +481.1% | -327.1% | +43.6% |
| All | +183.0% | +868.1% | -685.2% | +36.2% |
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 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