+282.0%
FITB vs BWA
+153.1%
+128.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -5.5% | -5.5% | 0.0% | -2.8% |
| 3M | +4.1% | -7.6% | +11.7% | +7.7% |
| 6M | +18.7% | +25.0% | -6.2% | +1.5% |
| YTD | +18.2% | +47.0% | -28.8% | -11.2% |
| 1Y | +23.7% | +54.0% | -30.3% | -10.2% |
| 3Y | +130.8% | +70.7% | +60.1% | +50.6% |
| 5Y | +69.8% | +86.7% | -16.9% | +1.6% |
| All | +282.0% | +153.1% | +128.9% | +74.3% |
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