+3,759.0%
FIX vs BWA
+92.6%
+3,666.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.2% |
| 7D | +6.4% | +1.7% | +4.7% | +6.0% |
| 30D | -29.1% | -14.6% | -14.5% | -22.7% |
| 3M | -31.1% | -26.2% | -4.9% | -19.3% |
| 6M | -42.8% | -18.4% | -24.4% | -36.3% |
| YTD | +24.6% | +14.7% | +10.0% | +16.0% |
| 1Y | +21.9% | +13.3% | +8.6% | +14.0% |
| 3Y | +524.9% | +64.7% | +460.2% | +372.6% |
| 5Y | +1,092.2% | +32.2% | +1,060.1% | +861.3% |
| 10Y | +3,759.0% | +96.8% | +3,662.2% | +2,345.0% |
| All | +3,759.0% | +92.6% | +3,666.4% | +2,345.0% |
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