+576.2%
FE vs BWA
+1,478.4%
-902.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.0% |
| 7D | +1.9% | +5.7% | -3.7% | +1.0% |
| 30D | -1.2% | +1.4% | -2.6% | -1.5% |
| 3M | +3.5% | -12.1% | +15.6% | +5.3% |
| 6M | -6.1% | +28.6% | -34.6% | -10.6% |
| YTD | +7.6% | +51.1% | -43.5% | -1.0% |
| 1Y | +11.9% | +55.9% | -44.0% | +2.2% |
| 3Y | +48.4% | +70.1% | -21.7% | +31.3% |
| 5Y | +44.8% | +90.7% | -45.9% | +23.4% |
| 10Y | +115.9% | +154.0% | -38.1% | +65.2% |
| All | +576.2% | +1,478.4% | -902.2% | +243.8% |
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