+39.3%
FFIV vs BWA
+26.5%
+12.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | -8.1% | -5.5% | -2.7% | -6.7% |
| 30D | -33.4% | -21.7% | -11.7% | -28.8% |
| 3M | -24.7% | -25.6% | +0.9% | -18.7% |
| 6M | -8.8% | -17.4% | +8.6% | -5.0% |
| YTD | +21.8% | +9.2% | +12.6% | +13.8% |
| 1Y | +25.3% | +9.7% | +15.5% | +16.7% |
| 3Y | +101.2% | +54.6% | +46.5% | +61.9% |
| All | +39.3% | +26.5% | +12.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling