-40.9%
FIS vs BWA
+142.7%
-183.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.0% |
| 7D | -9.1% | +0.1% | -9.2% | -9.1% |
| 30D | -10.4% | -5.6% | -4.9% | -9.3% |
| 3M | -3.7% | -10.7% | +7.0% | -1.5% |
| 6M | -24.8% | +23.2% | -47.9% | -30.4% |
| YTD | -41.6% | +46.0% | -87.6% | -49.6% |
| 1Y | -42.7% | +51.2% | -93.9% | -51.3% |
| 3Y | -26.2% | +69.6% | -95.8% | -41.1% |
| 5Y | -66.1% | +86.6% | -152.7% | -74.3% |
| 10Y | -40.9% | +152.3% | -193.2% | -62.0% |
| All | -40.9% | +142.7% | -183.6% | -62.0% |
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