+571.3%
FE vs BWA
+1,040.7%
-469.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.9% |
| 7D | -1.0% | -5.5% | +4.4% | -0.2% |
| 30D | +4.1% | -21.7% | +25.9% | +8.2% |
| 3M | -1.0% | -25.6% | +24.6% | +3.5% |
| 6M | +4.0% | -17.4% | +21.4% | +6.4% |
| YTD | +6.8% | +9.2% | -2.4% | +3.3% |
| 1Y | +5.3% | +9.7% | -4.5% | +1.6% |
| 3Y | +44.6% | +54.6% | -10.1% | +29.6% |
| 5Y | +44.2% | +26.8% | +17.4% | +31.3% |
| 10Y | +107.3% | +89.0% | +18.3% | +66.1% |
| All | +571.3% | +1,040.7% | -469.4% | +259.0% |
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