+220.1%
C vs BWA
+101.5%
+118.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | -0.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -5.4% | -16.1% | +10.7% | +2.9% |
| 3M | -9.2% | -24.6% | +15.5% | +3.7% |
| 6M | -1.8% | -15.7% | +13.9% | +4.6% |
| YTD | +6.7% | +15.1% | -8.4% | -7.2% |
| 1Y | +23.5% | +15.9% | +7.7% | +6.8% |
| 3Y | +219.8% | +67.1% | +152.7% | +117.1% |
| 5Y | +112.4% | +34.7% | +77.7% | +55.4% |
| 10Y | +220.1% | +99.5% | +120.6% | +65.1% |
| All | +220.1% | +101.5% | +118.6% | +65.1% |
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