+93.1%
ES vs BWA
+92.6%
+0.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | +6.7% | -14.6% | +21.3% | +8.3% |
| 3M | +0.3% | -26.2% | +26.6% | +3.3% |
| 6M | +7.4% | -18.4% | +25.8% | +9.0% |
| YTD | +8.4% | +14.7% | -6.3% | +5.0% |
| 1Y | +0.6% | +13.3% | -12.7% | -2.4% |
| 3Y | +50.6% | +64.7% | -14.1% | +38.4% |
| 5Y | +4.8% | +32.2% | -27.3% | -2.8% |
| 10Y | +93.1% | +96.8% | -3.7% | +64.4% |
| All | +93.1% | +92.6% | +0.5% | +64.4% |
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