+18.8%
BX vs BWA
+89.5%
-70.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -2.9% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -8.9% | -5.6% | -3.3% | -6.6% |
| 3M | +8.4% | -10.7% | +19.1% | +13.8% |
| 6M | +18.9% | +23.2% | -4.2% | +3.9% |
| YTD | -13.6% | +46.0% | -59.6% | -33.6% |
| 1Y | -22.4% | +51.2% | -73.6% | -42.0% |
| 3Y | +26.0% | +69.6% | -43.5% | -15.5% |
| 5Y | +18.8% | +86.6% | -67.8% | -32.5% |
| All | +18.8% | +89.5% | -70.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling