+116.0%
INTC vs BWA
+89.5%
+26.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.5% |
| 7D | +18.0% | +0.1% | +17.9% | +17.8% |
| 30D | +8.9% | -5.6% | +14.5% | +11.9% |
| 3M | -1.6% | -10.7% | +9.1% | +4.3% |
| 6M | +133.1% | +23.2% | +109.9% | +113.7% |
| YTD | +187.9% | +46.0% | +141.9% | +139.8% |
| 1Y | +334.7% | +51.2% | +283.5% | +254.7% |
| 3Y | +184.2% | +69.6% | +114.6% | +111.6% |
| 5Y | +116.0% | +86.6% | +29.4% | +45.4% |
| All | +116.0% | +89.5% | +26.5% | +45.4% |
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 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