+135.0%
GOOG vs BWA
+86.5%
+48.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -3.6% | -5.5% | +1.9% | -2.4% |
| 3M | -6.4% | -7.6% | +1.2% | -5.0% |
| 6M | +7.8% | +25.0% | -17.2% | +0.2% |
| YTD | +5.5% | +47.0% | -41.5% | -8.2% |
| 1Y | +38.3% | +54.0% | -15.7% | +18.2% |
| 3Y | +143.1% | +70.7% | +72.4% | +95.8% |
| 5Y | +135.0% | +86.7% | +48.3% | +68.7% |
| All | +135.0% | +86.5% | +48.5% | +68.7% |
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