+0.5%
M vs BWA
+101.5%
-101.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.4% | +2.7% | +4.7% |
| 7D | +2.5% | -0.6% | +3.1% | +2.8% |
| 30D | +10.1% | -16.1% | +26.1% | +22.2% |
| 3M | -0.9% | -24.6% | +23.7% | +16.7% |
| 6M | +30.2% | -15.7% | +45.9% | +40.0% |
| YTD | +16.3% | +15.1% | +1.2% | -2.4% |
| 1Y | +27.0% | +15.9% | +11.1% | +6.0% |
| 3Y | +154.5% | +67.1% | +87.4% | +58.3% |
| 5Y | -1.1% | +34.7% | -35.8% | -30.1% |
| 10Y | +0.5% | +99.5% | -99.0% | -46.4% |
| All | +0.5% | +101.5% | -101.0% | -46.4% |
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