+45.2%
PL vs BWA
+23.1%
+22.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.4% | +9.1% | +11.4% |
| 7D | +10.9% | -0.6% | +11.5% | +11.9% |
| 30D | -16.4% | -16.1% | -0.3% | -7.2% |
| 3M | -39.9% | -24.6% | -15.3% | -29.6% |
| 6M | -63.2% | -15.7% | -47.5% | -58.9% |
| YTD | -27.1% | +15.1% | -42.2% | -34.3% |
| 1Y | +12.2% | +15.9% | -3.7% | +1.0% |
| 3Y | +584.3% | +67.1% | +517.2% | +399.3% |
| 5Y | +37.0% | +34.7% | +2.2% | -1.7% |
| All | +45.2% | +23.1% | +22.0% | +4.1% |
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