-80.9%
FIG vs BWA
+83.9%
-164.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.7% |
| 7D | -14.5% | +0.1% | -14.6% | -14.4% |
| 30D | -13.3% | -5.6% | -7.8% | -14.5% |
| 3M | +7.4% | -10.7% | +18.1% | +5.9% |
| 6M | -27.8% | +23.2% | -51.0% | -25.5% |
| YTD | -41.1% | +46.0% | -87.1% | -41.5% |
| 1Y | -58.7% | +51.2% | -109.9% | -60.0% |
| All | -80.9% | +83.9% | -164.9% | -82.0% |
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