+92.9%
FICO vs BWA
+32.2%
+60.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | +4.0% | +1.7% | +2.3% | +3.6% |
| 30D | -1.5% | -14.6% | +13.1% | +0.7% |
| 3M | -29.8% | -26.2% | -3.6% | -26.7% |
| 6M | -33.3% | -18.4% | -14.8% | -32.1% |
| YTD | -56.9% | +14.7% | -71.6% | -60.2% |
| 1Y | -59.5% | +13.3% | -72.8% | -62.5% |
| 3Y | -26.9% | +64.7% | -91.6% | -41.2% |
| 5Y | +92.9% | +32.2% | +60.8% | +53.1% |
| All | +92.9% | +32.2% | +60.7% | +53.1% |
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 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