+104.2%
FE vs BWA
+84.4%
+19.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | 0.0% | -5.5% | +5.4% | +0.6% |
| 30D | +5.2% | -21.7% | +26.9% | +8.3% |
| 3M | 0.0% | -25.6% | +25.6% | +3.4% |
| 6M | +5.0% | -17.4% | +22.5% | +6.8% |
| YTD | +7.9% | +9.2% | -1.3% | +4.7% |
| 1Y | +6.3% | +9.7% | -3.4% | +3.0% |
| 3Y | +46.0% | +54.6% | -8.6% | +32.8% |
| 5Y | +45.6% | +26.8% | +18.9% | +34.0% |
| All | +104.2% | +84.4% | +19.8% | +64.7% |
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 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