+642.7%
BX vs BWA
+153.1%
+489.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | -8.9% | -0.1% | -8.9% | -8.9% |
| 30D | -14.8% | -5.5% | -9.3% | -12.8% |
| 3M | +6.9% | -7.6% | +14.5% | +10.2% |
| 6M | +16.3% | +25.0% | -8.7% | +2.1% |
| YTD | -16.1% | +47.0% | -63.0% | -33.6% |
| 1Y | -26.8% | +54.0% | -80.8% | -43.7% |
| 3Y | +22.4% | +70.7% | -48.2% | -13.5% |
| 5Y | +16.0% | +86.7% | -70.7% | -22.9% |
| All | +642.7% | +153.1% | +489.6% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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