+605.8%
MSCI vs BWA
+142.9%
+462.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.2% |
| 7D | -2.1% | +4.3% | -6.4% | -3.2% |
| 30D | -1.7% | -2.9% | +1.2% | -1.2% |
| 3M | -8.2% | -12.4% | +4.2% | -5.4% |
| 6M | -2.4% | +28.6% | -31.0% | -11.5% |
| YTD | -2.8% | +48.2% | -51.0% | -17.4% |
| 1Y | -2.7% | +50.9% | -53.6% | -18.0% |
| 3Y | +7.3% | +72.2% | -64.9% | -16.1% |
| 5Y | -11.4% | +91.1% | -102.5% | -35.0% |
| 10Y | +605.8% | +144.0% | +461.8% | +332.3% |
| All | +605.8% | +142.9% | +462.9% | +332.3% |
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