+126.6%
FFIV vs BWA
+101.5%
+25.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +0.5% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -33.8% | -16.1% | -17.7% | -30.1% |
| 3M | -20.6% | -24.6% | +4.0% | -13.6% |
| 6M | -10.2% | -15.7% | +5.4% | -6.5% |
| YTD | +24.5% | +15.1% | +9.4% | +14.6% |
| 1Y | +29.3% | +15.9% | +13.4% | +18.6% |
| 3Y | +103.8% | +67.1% | +36.7% | +60.6% |
| 5Y | +40.9% | +34.7% | +6.1% | +15.8% |
| 10Y | +126.6% | +99.5% | +27.1% | +60.6% |
| All | +126.6% | +101.5% | +25.1% | +60.6% |
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