+500.9%
MAR vs BWA
+94.6%
+406.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | +1.8% | +7.3% | -5.5% | -1.7% |
| 30D | +14.3% | -15.8% | +30.1% | +23.5% |
| 3M | +20.0% | -25.7% | +45.8% | +36.7% |
| 6M | +21.7% | -19.6% | +41.3% | +31.6% |
| YTD | +37.7% | +14.1% | +23.6% | +21.2% |
| 1Y | +46.8% | +12.2% | +34.7% | +30.2% |
| 3Y | +121.0% | +63.8% | +57.2% | +53.7% |
| 5Y | +183.1% | +28.7% | +154.4% | +116.3% |
| All | +500.9% | +94.6% | +406.3% | +238.6% |
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