-80.3%
FIG vs BWA
+86.7%
-167.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.8% | -6.3% |
| 7D | -16.4% | +4.3% | -20.6% | -15.2% |
| 30D | -2.3% | -2.9% | +0.6% | -2.9% |
| 3M | +7.8% | -12.4% | +20.2% | +6.0% |
| 6M | -21.8% | +28.6% | -50.4% | -18.9% |
| YTD | -39.1% | +48.2% | -87.3% | -39.2% |
| 1Y | -56.6% | +50.9% | -107.6% | -58.2% |
| All | -80.3% | +86.7% | -167.1% | -81.3% |
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