+132.5%
GOOGL vs BWA
+89.5%
+43.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.5% | -5.6% | -1.9% | -6.3% |
| 3M | -9.2% | -10.7% | +1.5% | -6.9% |
| 6M | +8.1% | +23.2% | -15.1% | +0.9% |
| YTD | +5.8% | +46.0% | -40.1% | -7.6% |
| 1Y | +38.3% | +51.2% | -12.8% | +19.2% |
| 3Y | +144.8% | +69.6% | +75.2% | +97.9% |
| 5Y | +132.5% | +86.6% | +46.0% | +67.9% |
| All | +132.5% | +89.5% | +43.1% | +67.9% |
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