-52.0%
FIS vs BWA
+92.6%
-144.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.3% |
| 7D | +1.5% | +1.7% | -0.2% | +1.0% |
| 30D | -11.8% | -14.6% | +2.8% | -8.4% |
| 3M | -28.5% | -26.2% | -2.3% | -23.2% |
| 6M | -27.0% | -18.4% | -8.6% | -24.5% |
| YTD | -53.1% | +14.7% | -67.8% | -57.2% |
| 1Y | -52.8% | +13.3% | -66.1% | -56.8% |
| 3Y | -37.5% | +64.7% | -102.2% | -50.4% |
| 5Y | -71.1% | +32.2% | -103.2% | -76.0% |
| 10Y | -52.0% | +96.8% | -148.8% | -66.8% |
| All | -52.0% | +92.6% | -144.6% | -66.8% |
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