+111.9%
INTC vs BWA
+94.2%
+17.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +6.0% | +4.3% | +1.7% | +4.1% |
| 30D | -39.2% | -13.0% | -26.2% | -34.6% |
| 3M | -42.9% | -24.8% | -18.1% | -34.7% |
| 6M | -50.4% | -23.5% | -26.9% | -43.3% |
| YTD | +61.7% | +13.8% | +47.8% | +54.1% |
| 1Y | +66.1% | +13.4% | +52.7% | +58.3% |
| 3Y | +58.1% | +62.8% | -4.6% | +27.2% |
| 5Y | +27.9% | +28.5% | -0.6% | +9.2% |
| All | +111.9% | +94.2% | +17.7% | +55.0% |
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