+33.4%
INTC vs BWA
+32.2%
+1.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +6.7% |
| 7D | +7.3% | +1.7% | +5.6% | +6.7% |
| 30D | -38.3% | -14.6% | -23.7% | -32.5% |
| 3M | -36.0% | -26.2% | -9.8% | -25.0% |
| 6M | -51.7% | -18.4% | -33.3% | -45.6% |
| YTD | +69.4% | +14.7% | +54.7% | +60.5% |
| 1Y | +65.0% | +13.3% | +51.7% | +57.0% |
| 3Y | +63.0% | +64.7% | -1.7% | +27.1% |
| 5Y | +33.4% | +32.2% | +1.2% | +5.8% |
| All | +33.4% | +32.2% | +1.1% | +5.8% |
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