+34.1%
FITB vs BWA
+17.4%
+16.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | +2.3% | -9.9% | +12.2% | +3.9% |
| 30D | +7.7% | -16.4% | +24.1% | +10.6% |
| 3M | -4.5% | -19.8% | +15.3% | -1.4% |
| 6M | +12.5% | -10.0% | +22.4% | +12.9% |
| YTD | +19.8% | +12.7% | +7.0% | +7.4% |
| 1Y | +34.1% | +15.7% | +18.5% | +18.0% |
| All | +34.1% | +17.4% | +16.8% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling