+81.0%
F vs BWA
+101.5%
-20.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.7% | -2.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +2.9% | -16.1% | +19.0% | +14.1% |
| 3M | -9.5% | -24.6% | +15.1% | +7.0% |
| 6M | +4.0% | -15.7% | +19.7% | +13.8% |
| YTD | -1.3% | +15.1% | -16.3% | -14.8% |
| 1Y | -1.9% | +15.9% | -17.8% | -16.0% |
| 3Y | +53.5% | +67.1% | -13.6% | -0.1% |
| 5Y | -15.1% | +34.7% | -49.9% | -37.2% |
| 10Y | +81.0% | +99.5% | -18.5% | -1.6% |
| All | +81.0% | +101.5% | -20.5% | -1.6% |
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