+100.3%
BWA vs TW
+206.7%
-106.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | -1.3% | -4.5% | +3.2% | -0.5% |
| 30D | -2.9% | -2.3% | -0.7% | -2.6% |
| 3M | -10.7% | +2.6% | -13.3% | -11.6% |
| 6M | +26.5% | -17.5% | +44.0% | +30.3% |
| YTD | +49.1% | -5.3% | +54.4% | +48.5% |
| 1Y | +52.1% | -14.8% | +66.8% | +55.0% |
| 3Y | +72.6% | +18.8% | +53.7% | +56.5% |
| 5Y | +89.4% | +20.7% | +68.7% | +66.3% |
| All | +100.3% | +206.7% | -106.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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