+149.3%
BWA vs USFR
+28.1%
+121.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -1.3% | +0.1% | -1.5% | -1.5% |
| 30D | -2.9% | +0.4% | -3.3% | -3.4% |
| 3M | -10.7% | +1.0% | -11.8% | -11.9% |
| 6M | +26.5% | +2.0% | +24.5% | +23.1% |
| YTD | +49.1% | +2.8% | +46.3% | +43.5% |
| 1Y | +52.1% | +4.1% | +48.0% | +43.4% |
| 3Y | +72.6% | +14.1% | +58.4% | +40.1% |
| 5Y | +89.4% | +20.6% | +68.8% | +37.4% |
| All | +149.3% | +28.1% | +121.2% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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