+35.3%
D vs BWA
+142.9%
-107.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +0.8% | +4.3% | -3.5% | +0.3% |
| 30D | -0.7% | -2.9% | +2.2% | -0.5% |
| 3M | +2.1% | -12.4% | +14.5% | +3.3% |
| 6M | +6.8% | +28.6% | -21.7% | +3.5% |
| YTD | +16.5% | +48.2% | -31.7% | +10.7% |
| 1Y | +19.2% | +50.9% | -31.8% | +12.8% |
| 3Y | +61.9% | +72.2% | -10.3% | +49.2% |
| 5Y | +6.5% | +91.1% | -84.5% | -4.1% |
| 10Y | +35.3% | +144.0% | -108.7% | +10.7% |
| All | +35.3% | +142.9% | -107.7% | +10.7% |
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