+5.6%
MSCI vs BWA
+27.4%
-21.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +3.0% | +4.3% | -1.3% | +2.0% |
| 30D | +17.8% | -13.0% | +30.8% | +21.3% |
| 3M | +15.2% | -24.8% | +40.0% | +22.3% |
| 6M | +16.5% | -23.5% | +40.0% | +22.0% |
| YTD | +16.4% | +13.8% | +2.5% | +5.0% |
| 1Y | +16.8% | +13.4% | +3.4% | +5.3% |
| 3Y | +35.8% | +62.8% | -27.0% | +3.1% |
| All | +5.6% | +27.4% | -21.8% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling