+117.8%
FFIV vs BWA
+94.2%
+23.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -0.5% | +4.3% | -4.8% | -1.9% |
| 30D | -32.4% | -13.0% | -19.4% | -29.4% |
| 3M | -25.7% | -24.8% | -0.9% | -19.1% |
| 6M | -13.5% | -23.5% | +10.0% | -7.0% |
| YTD | +21.1% | +13.8% | +7.3% | +11.8% |
| 1Y | +29.4% | +13.4% | +16.0% | +19.5% |
| 3Y | +94.9% | +62.8% | +32.1% | +54.8% |
| 5Y | +34.7% | +28.5% | +6.3% | +12.5% |
| All | +117.8% | +94.2% | +23.5% | +52.7% |
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