+55.3%
O vs BWA
+142.7%
-87.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -2.4% | -5.6% | +3.1% | -1.4% |
| 3M | -0.6% | -10.7% | +10.1% | +1.4% |
| 6M | -5.0% | +23.2% | -28.2% | -10.4% |
| YTD | +10.4% | +46.0% | -35.6% | -1.0% |
| 1Y | +6.6% | +51.2% | -44.6% | -5.5% |
| 3Y | +28.4% | +69.6% | -41.2% | +8.3% |
| 5Y | +15.3% | +86.6% | -71.3% | -7.9% |
| 10Y | +55.3% | +152.3% | -97.0% | +0.5% |
| All | +55.3% | +142.7% | -87.4% | +0.5% |
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