+30.8%
FITB vs BWA
+14.3%
+16.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | +7.0% | -14.6% | +21.7% | +9.5% |
| 3M | -4.8% | -26.2% | +21.5% | -0.5% |
| 6M | +13.5% | -18.4% | +32.0% | +16.1% |
| YTD | +19.1% | +14.7% | +4.4% | +6.1% |
| 1Y | +30.8% | +13.3% | +17.4% | +17.3% |
| All | +30.8% | +14.3% | +16.5% | +17.3% |
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 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