+1,422.9%
FANG vs BWA
+162.8%
+1,260.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +2.4% | -5.6% | +8.0% | +5.1% |
| 3M | +4.9% | -10.7% | +15.6% | +9.8% |
| 6M | +12.0% | +23.2% | -11.1% | -3.0% |
| YTD | +37.1% | +46.0% | -8.9% | +5.3% |
| 1Y | +52.3% | +51.2% | +1.1% | +13.7% |
| 3Y | +45.0% | +69.6% | -24.6% | -3.7% |
| 5Y | +231.0% | +86.6% | +144.4% | +98.1% |
| 10Y | +177.5% | +152.3% | +25.2% | +33.6% |
| All | +1,422.9% | +162.8% | +1,260.2% | +656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling