+151.4%
EXE vs BWA
+44.9%
+106.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.6% | +7.3% | -3.7% | +1.9% |
| 30D | -4.3% | -15.8% | +11.5% | -0.8% |
| 3M | -7.7% | -25.7% | +18.1% | -1.8% |
| 6M | -7.2% | -19.6% | +12.4% | -3.9% |
| YTD | -18.5% | +14.1% | -32.6% | -24.3% |
| 1Y | -24.4% | +12.2% | -36.5% | -29.5% |
| 3Y | +21.6% | +63.8% | -42.3% | -2.2% |
| 5Y | +77.3% | +28.7% | +48.6% | +50.2% |
| All | +151.4% | +44.9% | +106.4% | +98.9% |
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