+150.3%
CI vs BWA
+95.2%
+55.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.5% | +3.0% |
| 7D | +2.6% | -2.4% | +5.0% | +3.1% |
| 30D | +7.3% | -17.7% | +25.0% | +12.2% |
| 3M | +9.5% | -27.0% | +36.5% | +17.6% |
| 6M | +6.4% | -17.3% | +23.7% | +9.8% |
| YTD | +12.0% | +12.9% | -0.9% | +4.9% |
| 1Y | +20.1% | +12.9% | +7.2% | +12.4% |
| 3Y | +9.6% | +62.1% | -52.5% | -10.5% |
| 5Y | +52.7% | +30.7% | +22.0% | +28.5% |
| 10Y | +150.3% | +89.2% | +61.1% | +73.9% |
| All | +150.3% | +95.2% | +55.0% | +73.9% |
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