+71.1%
FITB vs BWA
+88.6%
-17.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.2% |
| 7D | +2.8% | +4.3% | -1.5% | +0.9% |
| 30D | -4.5% | -2.9% | -1.6% | -3.5% |
| 3M | +5.7% | -12.4% | +18.1% | +11.3% |
| 6M | +17.1% | +28.6% | -11.5% | +1.5% |
| YTD | +18.3% | +48.2% | -29.9% | -7.5% |
| 1Y | +23.9% | +50.9% | -27.0% | -4.5% |
| 3Y | +131.1% | +72.2% | +58.9% | +59.8% |
| 5Y | +71.1% | +91.1% | -20.0% | +5.4% |
| All | +71.1% | +88.6% | -17.5% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling