+69.4%
F vs BWA
+89.5%
-20.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.5% |
| 7D | +1.0% | -2.4% | +3.4% | +2.2% |
| 30D | +2.1% | -17.7% | +19.8% | +14.6% |
| 3M | -10.3% | -27.0% | +16.7% | +8.2% |
| 6M | +3.3% | -17.3% | +20.6% | +14.3% |
| YTD | -2.0% | +12.9% | -14.8% | -14.4% |
| 1Y | -2.3% | +12.9% | -15.2% | -14.9% |
| 3Y | +49.9% | +62.1% | -12.2% | -0.6% |
| 5Y | -12.5% | +30.7% | -43.2% | -34.0% |
| All | +69.4% | +89.5% | -20.1% | -9.0% |
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