+3,800.0%
FIX vs BWA
+101.5%
+3,698.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.4% | +4.0% | +6.7% |
| 7D | -7.2% | -0.6% | -6.6% | -6.4% |
| 30D | -35.1% | -16.1% | -19.0% | -28.6% |
| 3M | -34.3% | -24.6% | -9.7% | -23.9% |
| 6M | -42.9% | -15.7% | -27.2% | -37.5% |
| YTD | +19.5% | +15.1% | +4.4% | +10.9% |
| 1Y | +16.8% | +15.9% | +0.9% | +8.0% |
| 3Y | +506.7% | +67.1% | +439.6% | +355.5% |
| 5Y | +1,046.7% | +34.7% | +1,012.0% | +815.2% |
| 10Y | +3,800.0% | +99.5% | +3,700.5% | +2,357.8% |
| All | +3,800.0% | +101.5% | +3,698.5% | +2,357.8% |
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