+48.8%
D vs BWA
+94.6%
-45.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.1% | +7.3% | -10.3% | -3.7% |
| 30D | +8.4% | -15.8% | +24.2% | +10.1% |
| 3M | +0.2% | -25.7% | +26.0% | +2.9% |
| 6M | +9.5% | -19.6% | +29.1% | +11.2% |
| YTD | +18.8% | +14.1% | +4.7% | +15.7% |
| 1Y | +14.7% | +12.2% | +2.6% | +11.8% |
| 3Y | +72.9% | +63.8% | +9.1% | +60.2% |
| 5Y | +13.1% | +28.7% | -15.6% | +5.9% |
| All | +48.8% | +94.6% | -45.8% | +32.4% |
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