+47.5%
FITB vs BWA
+27.4%
+20.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.8% | +4.3% | -1.5% | +0.9% |
| 30D | +9.8% | -13.0% | +22.8% | +16.3% |
| 3M | -5.2% | -24.8% | +19.7% | +6.6% |
| 6M | +17.3% | -23.5% | +40.8% | +29.3% |
| YTD | +19.3% | +13.8% | +5.5% | +4.0% |
| 1Y | +32.7% | +13.4% | +19.3% | +15.8% |
| 3Y | +141.6% | +62.8% | +78.8% | +66.5% |
| All | +47.5% | +27.4% | +20.1% | +14.7% |
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