+150.9%
CI vs BWA
+92.6%
+58.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -1.3% | +1.7% | -3.0% | -1.8% |
| 30D | +6.4% | -14.6% | +21.0% | +10.3% |
| 3M | +10.7% | -26.2% | +36.9% | +18.6% |
| 6M | +5.5% | -18.4% | +23.9% | +9.2% |
| YTD | +11.4% | +14.7% | -3.3% | +3.9% |
| 1Y | +15.0% | +13.3% | +1.7% | +7.6% |
| 3Y | +9.0% | +64.7% | -55.7% | -11.3% |
| 5Y | +52.0% | +32.2% | +19.8% | +27.6% |
| 10Y | +150.9% | +96.8% | +54.1% | +72.9% |
| All | +150.9% | +92.6% | +58.3% | +72.9% |
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