+142.2%
CI vs BWA
+101.5%
+40.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +4.7% | -16.1% | +20.7% | +9.0% |
| 3M | +5.2% | -24.6% | +29.8% | +12.1% |
| 6M | +3.8% | -15.7% | +19.5% | +6.6% |
| YTD | +9.2% | +15.1% | -5.9% | +1.9% |
| 1Y | +14.3% | +15.9% | -1.6% | +6.3% |
| 3Y | +8.4% | +67.1% | -58.6% | -12.1% |
| 5Y | +50.0% | +34.7% | +15.3% | +25.2% |
| 10Y | +142.2% | +99.5% | +42.7% | +68.7% |
| All | +142.2% | +101.5% | +40.7% | +68.7% |
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