+142.8%
CI vs BWA
+94.2%
+48.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.2% | +4.3% | -3.1% | +0.1% |
| 30D | +2.6% | -13.0% | +15.6% | +5.9% |
| 3M | +7.4% | -24.8% | +32.3% | +14.5% |
| 6M | -0.1% | -23.5% | +23.4% | +5.2% |
| YTD | +9.7% | +13.8% | -4.1% | +2.6% |
| 1Y | +12.1% | +13.4% | -1.3% | +4.8% |
| 3Y | +7.0% | +62.8% | -55.7% | -12.6% |
| 5Y | +49.7% | +28.5% | +21.2% | +26.9% |
| All | +142.8% | +94.2% | +48.5% | +67.6% |
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