+2,417.1%
MSCI vs BWA
+272.8%
+2,144.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.3% |
| 7D | +0.4% | +5.7% | -5.3% | -1.6% |
| 30D | +0.6% | +1.4% | -0.8% | -0.3% |
| 3M | -7.1% | -12.1% | +5.0% | -3.9% |
| 6M | +0.8% | +28.6% | -27.7% | -10.3% |
| YTD | +1.0% | +51.1% | -50.1% | -17.1% |
| 1Y | +4.3% | +55.9% | -51.6% | -15.7% |
| 3Y | +9.9% | +70.1% | -60.2% | -17.0% |
| 5Y | -6.8% | +90.7% | -97.4% | -34.3% |
| 10Y | +614.7% | +154.0% | +460.7% | +303.8% |
| All | +2,417.1% | +272.8% | +2,144.4% | +945.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling