+111.4%
BWA vs FIVE
+873.2%
-761.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -2.4% | +7.3% | -9.8% | -4.1% |
| 30D | -17.7% | +18.1% | -35.8% | -21.1% |
| 3M | -27.0% | +7.7% | -34.7% | -28.7% |
| 6M | -17.3% | +13.6% | -30.9% | -20.9% |
| YTD | +12.9% | +34.6% | -21.7% | +3.2% |
| 1Y | +12.9% | +66.2% | -53.3% | -2.2% |
| 3Y | +62.1% | +43.5% | +18.6% | +36.3% |
| 5Y | +30.7% | +20.7% | +10.0% | +11.0% |
| 10Y | +89.2% | +541.5% | -452.3% | +4.8% |
| All | +111.4% | +873.2% | -761.8% | +1.3% |
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