+76.2%
O vs BWA
+94.2%
-18.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.4% | +4.3% | -4.6% | -1.3% |
| 30D | +7.1% | -13.0% | +20.1% | +10.0% |
| 3M | -5.2% | -24.8% | +19.6% | +0.1% |
| 6M | -1.8% | -23.5% | +21.7% | +2.7% |
| YTD | +9.1% | +13.8% | -4.8% | +2.7% |
| 1Y | +9.7% | +13.4% | -3.8% | +3.2% |
| 3Y | +39.1% | +62.8% | -23.6% | +17.1% |
| 5Y | +8.4% | +28.5% | -20.1% | -5.7% |
| All | +76.2% | +94.2% | -18.1% | +26.5% |
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