+84.2%
ES vs BWA
+142.9%
-58.7%
-41.7%
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 | +1.4% | +4.3% | -2.9% | +0.9% |
| 30D | -1.2% | -2.9% | +1.7% | -0.9% |
| 3M | +5.0% | -12.4% | +17.4% | +6.3% |
| 6M | -2.8% | +28.6% | -31.4% | -6.2% |
| YTD | +8.6% | +48.2% | -39.7% | +2.5% |
| 1Y | +18.9% | +50.9% | -32.0% | +11.9% |
| 3Y | +32.1% | +72.2% | -40.0% | +20.8% |
| 5Y | -5.1% | +91.1% | -96.1% | -15.2% |
| 10Y | +84.2% | +144.0% | -59.8% | +47.1% |
| All | +84.2% | +142.9% | -58.7% | +47.1% |
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