+556.1%
ON vs BWA
+92.6%
+463.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +4.5% |
| 7D | +3.3% | +1.7% | +1.6% | +2.5% |
| 30D | -3.1% | -14.6% | +11.5% | +10.1% |
| 3M | -9.2% | -26.2% | +17.0% | +15.2% |
| 6M | -31.4% | -18.4% | -12.9% | -18.3% |
| YTD | +36.0% | +14.7% | +21.3% | +21.1% |
| 1Y | +52.0% | +13.3% | +38.7% | +36.1% |
| 3Y | +9.3% | +64.7% | -55.4% | -28.9% |
| 5Y | +26.5% | +32.2% | -5.7% | -4.9% |
| 10Y | +556.1% | +96.8% | +459.4% | +261.9% |
| All | +556.1% | +92.6% | +463.6% | +261.9% |
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