+85.6%
ES vs BWA
+101.5%
-15.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.0% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | +5.7% | -16.1% | +21.8% | +7.5% |
| 3M | -2.8% | -24.6% | +21.8% | -0.2% |
| 6M | +7.0% | -15.7% | +22.7% | +8.1% |
| YTD | +6.8% | +15.1% | -8.3% | +3.4% |
| 1Y | -0.5% | +15.9% | -16.3% | -3.7% |
| 3Y | +47.2% | +67.1% | -19.9% | +35.1% |
| 5Y | +2.3% | +34.7% | -32.5% | -5.3% |
| 10Y | +85.6% | +99.5% | -13.9% | +57.9% |
| All | +85.6% | +101.5% | -15.8% | +57.9% |
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