+72.4%
BWA vs USFR
+27.6%
+44.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -2.9% | +0.3% | -3.2% | -3.2% |
| 3M | -12.4% | +1.0% | -13.4% | -13.2% |
| 6M | +28.6% | +1.9% | +26.6% | +26.2% |
| YTD | +48.2% | +2.7% | +45.6% | +44.4% |
| 1Y | +50.9% | +4.0% | +46.9% | +45.1% |
| 3Y | +72.2% | +14.0% | +58.1% | +50.7% |
| 5Y | +91.1% | +20.4% | +70.6% | +57.6% |
| 10Y | +144.0% | +28.1% | +116.0% | +90.0% |
| All | +72.4% | +27.6% | +44.8% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling