+447.4%
FLR vs BWA
+2,158.1%
-1,710.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -4.0% |
| 7D | +5.4% | +5.7% | -0.2% | +1.9% |
| 30D | +11.4% | +1.4% | +10.0% | +10.4% |
| 3M | +11.4% | -12.1% | +23.5% | +20.1% |
| 6M | +16.6% | +28.6% | -11.9% | -0.5% |
| YTD | +41.7% | +51.1% | -9.4% | +6.5% |
| 1Y | +35.4% | +55.9% | -20.5% | -0.7% |
| 3Y | +57.3% | +70.1% | -12.8% | +4.8% |
| 5Y | +241.0% | +90.7% | +150.3% | +103.6% |
| 10Y | +16.6% | +154.0% | -137.3% | -41.2% |
| All | +447.4% | +2,158.1% | -1,710.7% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling