-49.3%
COMP vs BWA
+28.5%
-77.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +9.0% |
| 7D | +13.4% | -5.5% | +18.9% | +17.7% |
| 30D | +11.1% | -21.7% | +32.8% | +29.6% |
| 3M | -18.8% | -25.6% | +6.8% | -3.0% |
| 6M | +10.5% | -17.4% | +27.9% | +19.4% |
| YTD | -3.4% | +9.2% | -12.6% | -20.4% |
| 1Y | +19.7% | +9.7% | +10.0% | -2.1% |
| 3Y | +381.6% | +54.6% | +327.0% | +186.5% |
| 5Y | -17.6% | +26.8% | -44.4% | -48.9% |
| All | -49.3% | +28.5% | -77.8% | -69.3% |
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