-52.4%
FIS vs BWA
+94.2%
-146.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +2.8% | +4.3% | -1.4% | +1.7% |
| 30D | -16.7% | -13.0% | -3.7% | -13.9% |
| 3M | -32.3% | -24.8% | -7.5% | -27.5% |
| 6M | -29.1% | -23.5% | -5.5% | -25.3% |
| YTD | -54.1% | +13.8% | -68.0% | -58.1% |
| 1Y | -53.7% | +13.4% | -67.2% | -57.7% |
| 3Y | -38.8% | +62.8% | -101.6% | -51.4% |
| 5Y | -71.1% | +28.5% | -99.6% | -75.8% |
| All | -52.4% | +94.2% | -146.6% | -66.9% |
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