+635.8%
BX vs BWA
+94.2%
+541.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | +4.3% | -3.7% | -1.3% |
| 30D | +14.2% | -13.0% | +27.3% | +21.3% |
| 3M | -18.7% | -24.8% | +6.1% | -8.1% |
| 6M | +2.5% | -23.5% | +26.0% | +13.7% |
| YTD | -18.8% | +13.8% | -32.7% | -28.2% |
| 1Y | -10.3% | +13.4% | -23.7% | -20.8% |
| 3Y | +35.4% | +62.8% | -27.4% | -3.0% |
| 5Y | +0.3% | +28.5% | -28.2% | -21.3% |
| All | +635.8% | +94.2% | +541.6% | +287.4% |
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