+499.7%
FICO vs BWA
+84.4%
+415.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | -0.9% | -5.5% | +4.5% | +0.5% |
| 30D | +3.3% | -21.7% | +25.1% | +10.1% |
| 3M | -31.7% | -25.6% | -6.1% | -26.6% |
| 6M | -34.0% | -17.4% | -16.5% | -32.1% |
| YTD | -58.3% | +9.2% | -67.5% | -61.7% |
| 1Y | -57.9% | +9.7% | -67.7% | -61.4% |
| 3Y | -24.1% | +54.6% | -78.7% | -40.3% |
| 5Y | +85.3% | +26.8% | +58.6% | +50.8% |
| All | +499.7% | +84.4% | +415.3% | +267.7% |
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