+3,863.3%
BWA vs SUI
+4,037.5%
-174.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +5.7% | -2.8% | +8.5% | +7.0% |
| 30D | +1.4% | -1.2% | +2.6% | +1.8% |
| 3M | -12.1% | -1.7% | -10.3% | -12.1% |
| 6M | +28.6% | -10.5% | +39.0% | +33.8% |
| YTD | +51.1% | -1.8% | +52.9% | +50.4% |
| 1Y | +55.9% | -4.1% | +60.0% | +56.7% |
| 3Y | +70.1% | +11.3% | +58.9% | +56.7% |
| 5Y | +90.7% | -32.1% | +122.8% | +115.7% |
| 10Y | +154.0% | +110.4% | +43.5% | +58.9% |
| All | +3,863.3% | +4,037.5% | -174.2% | +672.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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