+23.4%
FITB vs BWA
+48.6%
-25.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -5.1% | -5.6% | +0.4% | -4.4% |
| 3M | +3.5% | -10.7% | +14.2% | +5.2% |
| 6M | +17.2% | +23.2% | -6.0% | +11.8% |
| YTD | +17.6% | +46.0% | -28.3% | +3.4% |
| 1Y | +23.4% | +51.2% | -27.8% | +6.4% |
| All | +23.4% | +48.6% | -25.3% | +6.4% |
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