-77.4%
CAPR vs BWA
+142.9%
-220.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.9% |
| 7D | -9.5% | +4.3% | -13.8% | -11.1% |
| 30D | +121.5% | -2.9% | +124.4% | +123.7% |
| 3M | -65.4% | -12.4% | -52.9% | -63.6% |
| 6M | -67.5% | +28.6% | -96.1% | -71.3% |
| YTD | -68.6% | +48.2% | -116.8% | -74.5% |
| 1Y | +42.7% | +50.9% | -8.2% | +13.8% |
| 3Y | +43.4% | +72.2% | -28.8% | +3.8% |
| 5Y | +86.0% | +91.1% | -5.0% | +21.1% |
| 10Y | -77.4% | +144.0% | -221.4% | -89.7% |
| All | -77.4% | +142.9% | -220.3% | -89.7% |
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