+5,150.0%
FFIV vs BWA
+1,334.6%
+3,815.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.7% |
| 7D | -1.0% | +5.7% | -6.6% | -3.4% |
| 30D | -5.1% | +1.4% | -6.5% | -6.0% |
| 3M | -4.5% | -12.1% | +7.6% | +0.3% |
| 6M | +36.5% | +28.6% | +7.9% | +19.3% |
| YTD | +53.0% | +51.1% | +1.9% | +21.5% |
| 1Y | +24.2% | +55.9% | -31.7% | -3.2% |
| 3Y | +137.2% | +70.1% | +67.1% | +70.6% |
| 5Y | +91.8% | +90.7% | +1.1% | +25.7% |
| 10Y | +215.2% | +154.0% | +61.2% | +57.7% |
| All | +5,150.0% | +1,334.6% | +3,815.4% | +729.1% |
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