+225.5%
FFIV vs BWA
+142.9%
+82.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | -1.5% | +4.3% | -5.8% | -2.9% |
| 30D | -2.7% | -2.9% | +0.2% | -1.9% |
| 3M | -1.7% | -12.4% | +10.8% | +2.0% |
| 6M | +36.1% | +28.6% | +7.6% | +23.9% |
| YTD | +52.6% | +48.2% | +4.4% | +30.3% |
| 1Y | +21.5% | +50.9% | -29.4% | +2.7% |
| 3Y | +142.7% | +72.2% | +70.5% | +90.8% |
| 5Y | +92.6% | +91.1% | +1.5% | +41.9% |
| 10Y | +225.5% | +144.0% | +81.5% | +109.7% |
| All | +225.5% | +142.9% | +82.6% | +109.7% |
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