-83.6%
FIG vs BWA
+44.5%
-128.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +2.1% |
| 7D | -14.3% | +1.7% | -16.0% | -14.3% |
| 30D | -13.6% | -14.6% | +1.0% | -17.5% |
| 3M | -23.7% | -26.2% | +2.5% | -30.0% |
| 6M | -5.4% | -18.4% | +13.0% | -10.4% |
| YTD | -49.2% | +14.7% | -63.9% | -53.0% |
| 1Y | -57.4% | +13.3% | -70.7% | -61.1% |
| All | -83.6% | +44.5% | -128.0% | -85.5% |
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