+95.1%
F vs BWA
+150.8%
-55.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | -0.3% |
| 7D | +5.3% | +5.7% | -0.3% | +1.7% |
| 30D | +4.6% | +1.4% | +3.2% | +3.4% |
| 3M | -3.7% | -12.1% | +8.4% | +3.6% |
| 6M | +16.8% | +28.6% | -11.7% | -1.8% |
| YTD | +15.3% | +51.1% | -35.8% | -15.3% |
| 1Y | +31.0% | +55.9% | -24.9% | -6.0% |
| 3Y | +45.4% | +70.1% | -24.7% | -4.9% |
| 5Y | +54.7% | +90.7% | -36.0% | -7.1% |
| All | +95.1% | +150.8% | -55.7% | -6.8% |
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