+1,141.6%
FITB vs BWA
+3,492.4%
-2,350.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -1.6% |
| 7D | +0.6% | +5.7% | -5.1% | -2.2% |
| 30D | -4.7% | +1.4% | -6.1% | -5.7% |
| 3M | +6.7% | -12.1% | +18.8% | +12.6% |
| 6M | +12.6% | +28.6% | -16.0% | -3.6% |
| YTD | +19.1% | +51.1% | -32.0% | -8.5% |
| 1Y | +22.6% | +55.9% | -33.2% | -7.7% |
| 3Y | +127.1% | +70.1% | +57.0% | +57.8% |
| 5Y | +71.8% | +90.7% | -18.9% | +10.8% |
| 10Y | +287.2% | +154.0% | +133.2% | +106.8% |
| All | +1,141.6% | +3,492.4% | -2,350.8% | +191.9% |
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