-50.2%
COMP vs BWA
+34.2%
-84.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +8.9% | +7.3% | +1.6% | +4.4% |
| 30D | +14.0% | -15.8% | +29.8% | +27.0% |
| 3M | -21.1% | -25.7% | +4.6% | -5.4% |
| 6M | +20.1% | -19.6% | +39.7% | +33.1% |
| YTD | -5.0% | +14.1% | -19.1% | -23.7% |
| 1Y | +5.7% | +12.2% | -6.5% | -14.4% |
| 3Y | +412.2% | +63.8% | +348.4% | +192.7% |
| 5Y | -12.1% | +28.7% | -40.8% | -46.6% |
| All | -50.2% | +34.2% | -84.4% | -70.6% |
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