+4,079.4%
FFIV vs BWA
+936.8%
+3,142.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.5% |
| 7D | -8.1% | -5.5% | -2.7% | -5.8% |
| 30D | -33.4% | -21.7% | -11.7% | -25.8% |
| 3M | -24.7% | -25.6% | +0.9% | -14.7% |
| 6M | -8.8% | -17.4% | +8.6% | -2.6% |
| YTD | +21.8% | +9.2% | +12.6% | +11.3% |
| 1Y | +25.3% | +9.7% | +15.5% | +14.1% |
| 3Y | +101.2% | +54.6% | +46.5% | +50.8% |
| 5Y | +40.2% | +26.8% | +13.5% | +10.4% |
| 10Y | +129.0% | +89.0% | +40.0% | +30.3% |
| All | +4,079.4% | +936.8% | +3,142.6% | +659.8% |
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