+1,381.0%
NET vs BWA
+60.4%
+1,320.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -1.9% |
| 7D | -16.4% | -9.9% | -6.5% | -14.0% |
| 30D | -25.8% | -16.4% | -9.5% | -22.2% |
| 3M | -11.5% | -19.8% | +8.3% | -6.6% |
| 6M | +18.9% | -10.0% | +28.9% | +20.4% |
| YTD | +35.2% | +12.7% | +22.5% | +26.3% |
| 1Y | +14.5% | +15.7% | -1.2% | +5.9% |
| 3Y | +313.8% | +57.1% | +256.7% | +238.9% |
| 5Y | +32.6% | +31.8% | +0.8% | +8.3% |
| All | +1,381.0% | +60.4% | +1,320.6% | +1,115.3% |
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