+1,129.8%
FITB vs BWA
+2,612.1%
-1,482.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.8% | +7.3% | -6.4% | -2.8% |
| 30D | +7.3% | -15.8% | +23.1% | +16.7% |
| 3M | -6.3% | -25.7% | +19.4% | +8.0% |
| 6M | +12.6% | -19.6% | +32.2% | +22.6% |
| YTD | +18.0% | +14.1% | +3.9% | +3.9% |
| 1Y | +28.9% | +12.2% | +16.7% | +14.4% |
| 3Y | +139.4% | +63.8% | +75.6% | +69.5% |
| 5Y | +47.2% | +28.7% | +18.5% | +15.6% |
| 10Y | +213.0% | +95.8% | +117.3% | +90.5% |
| All | +1,129.8% | +2,612.1% | -1,482.3% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling