+86.7%
BWA vs USFR
+20.4%
+66.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.1% | +0.1% | -0.1% | +0.1% |
| 30D | -5.5% | +0.3% | -5.8% | -4.7% |
| 3M | -7.6% | +1.0% | -8.6% | -5.4% |
| 6M | +25.0% | +1.9% | +23.0% | +30.6% |
| YTD | +47.0% | +2.7% | +44.3% | +55.2% |
| 1Y | +54.0% | +4.0% | +50.0% | +64.9% |
| 3Y | +70.7% | +14.1% | +56.6% | +97.3% |
| 5Y | +86.7% | +20.5% | +66.2% | +86.3% |
| All | +86.7% | +20.4% | +66.2% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling