+2,105.4%
FIX vs BWA
+91.4%
+2,014.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +0.6% |
| 7D | +6.0% | +5.7% | +0.4% | +3.4% |
| 30D | -7.2% | +1.4% | -8.7% | -7.9% |
| 3M | -15.9% | -12.1% | -3.8% | -10.9% |
| 6M | +12.7% | +28.6% | -15.8% | +1.2% |
| YTD | +72.8% | +51.1% | +21.7% | +42.0% |
| 1Y | +122.9% | +55.9% | +67.0% | +80.2% |
| 3Y | +774.3% | +70.1% | +704.2% | +553.0% |
| All | +2,105.4% | +91.4% | +2,014.1% | +1,381.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling