+337.2%
IR vs BWA
+60.4%
+276.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.3% | +7.3% | -3.0% | +0.8% |
| 30D | +8.1% | -15.8% | +23.9% | +16.9% |
| 3M | +0.7% | -25.7% | +26.4% | +15.0% |
| 6M | +16.6% | -19.6% | +36.2% | +26.5% |
| YTD | +7.8% | +14.1% | -6.3% | -4.5% |
| 1Y | +9.9% | +12.2% | -2.2% | -1.9% |
| 3Y | +25.2% | +63.8% | -38.6% | -10.9% |
| 5Y | +46.8% | +28.7% | +18.1% | +13.6% |
| All | +337.2% | +60.4% | +276.8% | +174.5% |
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