+183.8%
EXC vs BWA
+101.5%
+82.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | +9.3% | -16.1% | +25.4% | +11.7% |
| 3M | +1.0% | -24.6% | +25.7% | +4.6% |
| 6M | +5.9% | -15.7% | +21.6% | +7.5% |
| YTD | +7.6% | +15.1% | -7.4% | +3.1% |
| 1Y | +2.4% | +15.9% | -13.4% | -2.2% |
| 3Y | +30.2% | +67.1% | -36.8% | +14.9% |
| 5Y | +41.4% | +34.7% | +6.6% | +26.8% |
| 10Y | +183.8% | +99.5% | +84.2% | +127.7% |
| All | +183.8% | +101.5% | +82.3% | +127.7% |
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