-64.7%
CAPR vs BWA
+101.5%
-166.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.4% | +4.1% | +7.3% |
| 7D | +36.0% | -0.6% | +36.6% | +36.4% |
| 30D | +25.8% | -16.1% | +41.9% | +34.8% |
| 3M | +140.8% | -24.6% | +165.4% | +167.7% |
| 6M | -67.6% | -15.7% | -51.9% | -65.9% |
| YTD | -65.9% | +15.1% | -80.9% | -69.4% |
| 1Y | +66.1% | +15.9% | +50.2% | +47.7% |
| 3Y | +256.9% | +67.1% | +189.8% | +157.3% |
| 5Y | +172.1% | +34.7% | +137.4% | +107.2% |
| 10Y | -64.7% | +99.5% | -164.2% | -80.1% |
| All | -64.7% | +101.5% | -166.2% | -80.1% |
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