+345.2%
IR vs BWA
+61.9%
+283.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.7% | +2.1% |
| 7D | +5.0% | -0.6% | +5.6% | +5.3% |
| 30D | +10.3% | -16.1% | +26.4% | +19.5% |
| 3M | -0.1% | -24.6% | +24.5% | +13.3% |
| 6M | +14.8% | -15.7% | +30.4% | +21.6% |
| YTD | +9.7% | +15.1% | -5.3% | -3.2% |
| 1Y | +12.2% | +15.9% | -3.6% | -1.4% |
| 3Y | +30.0% | +67.1% | -37.1% | -8.3% |
| 5Y | +46.8% | +34.7% | +12.1% | +10.9% |
| All | +345.2% | +61.9% | +283.3% | +178.4% |
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