+225.6%
FANG vs BWA
+87.2%
+138.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +2.6% | -2.9% | +5.6% | +3.4% |
| 3M | +7.6% | -10.7% | +18.3% | +11.0% |
| 6M | +17.3% | +26.5% | -9.1% | +6.5% |
| YTD | +38.7% | +49.1% | -10.4% | +15.8% |
| 1Y | +51.6% | +52.1% | -0.4% | +25.0% |
| 3Y | +50.0% | +72.6% | -22.6% | +12.5% |
| All | +225.6% | +87.2% | +138.4% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling