+235.3%
INTU vs BWA
+101.5%
+133.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.3% | -2.2% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | +11.7% | -16.1% | +27.8% | +16.0% |
| 3M | +4.5% | -24.6% | +29.1% | +10.9% |
| 6M | -13.9% | -15.7% | +1.8% | -12.3% |
| YTD | -48.2% | +15.1% | -63.3% | -53.1% |
| 1Y | -47.1% | +15.9% | -63.0% | -52.2% |
| 3Y | -32.5% | +67.1% | -99.6% | -47.2% |
| 5Y | -42.6% | +34.7% | -77.3% | -53.2% |
| 10Y | +235.3% | +99.5% | +135.8% | +127.1% |
| All | +235.3% | +101.5% | +133.8% | +127.1% |
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