+215.9%
FITB vs BWA
+92.6%
+123.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.5% |
| 7D | -0.6% | +1.7% | -2.3% | -1.7% |
| 30D | +7.0% | -14.6% | +21.7% | +16.2% |
| 3M | -4.8% | -26.2% | +21.5% | +11.5% |
| 6M | +13.5% | -18.4% | +32.0% | +23.2% |
| YTD | +19.1% | +14.7% | +4.4% | +1.6% |
| 1Y | +30.8% | +13.3% | +17.4% | +12.2% |
| 3Y | +141.6% | +64.7% | +76.9% | +58.1% |
| 5Y | +48.3% | +32.2% | +16.1% | +7.6% |
| 10Y | +215.9% | +96.8% | +119.1% | +61.1% |
| All | +215.9% | +92.6% | +123.3% | +61.1% |
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