+393.4%
FLR vs BWA
+1,613.8%
-1,220.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.6% |
| 7D | +6.3% | +1.7% | +4.6% | +5.4% |
| 30D | +1.8% | -14.6% | +16.4% | +11.8% |
| 3M | -4.4% | -26.2% | +21.8% | +13.9% |
| 6M | +15.9% | -18.4% | +34.3% | +30.1% |
| YTD | +27.7% | +14.7% | +13.1% | +12.8% |
| 1Y | +11.6% | +13.3% | -1.7% | -1.0% |
| 3Y | +39.9% | +64.7% | -24.8% | -4.5% |
| 5Y | +127.5% | +32.2% | +95.3% | +69.1% |
| 10Y | +11.6% | +96.8% | -85.2% | -34.3% |
| All | +393.4% | +1,613.8% | -1,220.4% | +2.1% |
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