+365.6%
NDAQ vs BWA
+153.1%
+212.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | -3.2% | -5.5% | +2.3% | -2.2% |
| 3M | +6.5% | -7.6% | +14.1% | +7.8% |
| 6M | +5.7% | +25.0% | -19.2% | -0.1% |
| YTD | -4.6% | +47.0% | -51.6% | -14.2% |
| 1Y | -1.6% | +54.0% | -55.6% | -12.6% |
| 3Y | +86.4% | +70.7% | +15.8% | +58.1% |
| 5Y | +50.3% | +86.7% | -36.4% | +22.0% |
| All | +365.6% | +153.1% | +212.6% | +235.5% |
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