+141.6%
IBM vs BWA
+95.2%
+46.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.5% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | +8.4% | -17.7% | +26.1% | +13.4% |
| 3M | +4.2% | -27.0% | +31.2% | +12.0% |
| 6M | +7.9% | -17.3% | +25.2% | +11.4% |
| YTD | -15.2% | +12.9% | -28.0% | -21.3% |
| 1Y | -18.7% | +12.9% | -31.6% | -24.7% |
| 3Y | +79.2% | +62.1% | +17.1% | +45.1% |
| 5Y | +144.7% | +30.7% | +114.0% | +104.5% |
| 10Y | +141.6% | +89.2% | +52.4% | +70.4% |
| All | +141.6% | +95.2% | +46.4% | +70.4% |
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