+86.6%
BWA vs SBAC
-44.9%
+131.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | -5.6% | +3.9% | -9.4% | -6.2% |
| 3M | -10.7% | -8.2% | -2.5% | -9.4% |
| 6M | +23.2% | -2.8% | +26.0% | +22.8% |
| YTD | +46.0% | -1.5% | +47.5% | +44.8% |
| 1Y | +51.2% | 0.0% | +51.1% | +49.3% |
| 3Y | +69.6% | -8.4% | +78.0% | +67.8% |
| 5Y | +86.6% | -43.5% | +130.1% | +100.8% |
| All | +86.6% | -44.9% | +131.5% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling