+86.7%
BWA vs TW
+19.6%
+67.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -0.1% | -2.7% | +2.7% | +0.2% |
| 30D | -5.5% | -1.7% | -3.7% | -5.3% |
| 3M | -7.6% | +1.6% | -9.2% | -8.1% |
| 6M | +25.0% | -17.7% | +42.7% | +28.1% |
| YTD | +47.0% | -4.3% | +51.3% | +46.1% |
| 1Y | +54.0% | -13.1% | +67.1% | +55.9% |
| 3Y | +70.7% | +20.3% | +50.4% | +52.8% |
| 5Y | +86.7% | +22.0% | +64.7% | +50.6% |
| All | +86.7% | +19.6% | +67.1% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling