+145.8%
BWA vs SBAC
+83.0%
+62.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.2% |
| 7D | -0.1% | -5.3% | +5.2% | +1.0% |
| 30D | -5.5% | +0.4% | -5.9% | -5.6% |
| 3M | -7.6% | -11.9% | +4.3% | -5.6% |
| 6M | +25.0% | -4.5% | +29.4% | +24.6% |
| YTD | +47.0% | -4.3% | +51.3% | +46.3% |
| 1Y | +54.0% | -3.9% | +57.9% | +53.0% |
| 3Y | +70.7% | -11.0% | +81.7% | +69.9% |
| 5Y | +86.7% | -44.1% | +130.8% | +104.3% |
| All | +145.8% | +83.0% | +62.7% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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