+3,653.2%
FIX vs BWA
+84.4%
+3,568.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.8% | +4.1% |
| 7D | -17.5% | -5.5% | -12.0% | -14.7% |
| 30D | -41.6% | -21.7% | -19.8% | -33.5% |
| 3M | -40.6% | -25.6% | -15.0% | -30.8% |
| 6M | -49.4% | -17.4% | -31.9% | -44.0% |
| YTD | +9.2% | +9.2% | 0.0% | +4.0% |
| 1Y | +6.5% | +9.7% | -3.3% | +1.1% |
| 3Y | +448.7% | +54.6% | +394.1% | +328.5% |
| 5Y | +948.7% | +26.8% | +922.0% | +763.6% |
| All | +3,653.2% | +84.4% | +3,568.8% | +2,444.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling