-63.5%
FIS vs BWA
+92.2%
-155.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | +1.1% | +5.7% | -4.6% | 0.0% |
| 30D | -2.2% | +1.4% | -3.6% | -2.6% |
| 3M | +2.1% | -12.1% | +14.2% | +4.6% |
| 6M | -14.7% | +28.6% | -43.2% | -21.4% |
| YTD | -35.7% | +51.1% | -86.8% | -44.9% |
| 1Y | -37.1% | +55.9% | -92.9% | -46.8% |
| 3Y | -20.0% | +70.1% | -90.1% | -35.8% |
| All | -63.5% | +92.2% | -155.7% | -73.7% |
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