+2,715.8%
MSCI vs BWA
+169.4%
+2,546.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.2% |
| 7D | +2.8% | -5.5% | +8.3% | +4.7% |
| 30D | +15.4% | -21.7% | +37.1% | +25.3% |
| 3M | +13.4% | -25.6% | +39.0% | +24.6% |
| 6M | +10.9% | -17.4% | +28.3% | +15.5% |
| YTD | +13.0% | +9.2% | +3.8% | +3.3% |
| 1Y | +12.0% | +9.7% | +2.3% | +2.0% |
| 3Y | +34.1% | +54.6% | -20.5% | +3.9% |
| 5Y | +3.9% | +26.8% | -22.9% | -15.3% |
| 10Y | +802.0% | +89.0% | +713.0% | +462.5% |
| All | +2,715.8% | +169.4% | +2,546.5% | +1,204.0% |
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