+16.8%
FLR vs BWA
+156.8%
-140.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -2.7% |
| 30D | +4.2% | -2.9% | +7.1% | +5.9% |
| 3M | +8.1% | -10.7% | +18.8% | +16.2% |
| 6M | +21.5% | +26.5% | -4.9% | +2.3% |
| YTD | +36.8% | +49.1% | -12.3% | -1.4% |
| 1Y | +31.2% | +52.1% | -20.8% | -7.3% |
| 3Y | +53.9% | +72.6% | -18.7% | -6.4% |
| 5Y | +243.0% | +89.4% | +153.6% | +80.9% |
| All | +16.8% | +156.8% | -140.0% | -53.0% |
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