-83.2%
FIG vs BWA
+45.0%
-128.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +4.2% |
| 7D | -12.6% | -0.6% | -12.0% | -13.1% |
| 30D | -13.8% | -16.1% | +2.3% | -18.1% |
| 3M | -16.7% | -24.6% | +7.9% | -23.1% |
| 6M | -6.1% | -15.7% | +9.6% | -10.7% |
| YTD | -48.1% | +15.1% | -63.2% | -51.8% |
| 1Y | -56.2% | +15.9% | -72.0% | -59.8% |
| All | -83.2% | +45.0% | -128.2% | -85.2% |
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