+286.5%
C vs BWA
+142.9%
+143.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.2% |
| 7D | +3.2% | +4.3% | -1.1% | +1.0% |
| 30D | +1.3% | -2.9% | +4.2% | +2.5% |
| 3M | +3.1% | -12.4% | +15.5% | +9.5% |
| 6M | +29.6% | +28.6% | +1.1% | +11.8% |
| YTD | +19.0% | +48.2% | -29.3% | -8.0% |
| 1Y | +45.6% | +50.9% | -5.3% | +10.9% |
| 3Y | +269.3% | +72.2% | +197.1% | +150.7% |
| 5Y | +131.6% | +91.1% | +40.5% | +41.4% |
| 10Y | +286.5% | +144.0% | +142.5% | +83.1% |
| All | +286.5% | +142.9% | +143.6% | +83.1% |
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