+65.2%
PR vs BWA
+84.4%
-19.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.4% |
| 7D | -16.4% | -5.5% | -10.9% | -13.6% |
| 30D | -1.9% | -21.7% | +19.8% | +12.8% |
| 3M | +8.0% | -25.6% | +33.6% | +26.5% |
| 6M | +4.1% | -17.4% | +21.5% | +11.8% |
| YTD | +58.7% | +9.2% | +49.5% | +35.1% |
| 1Y | +75.8% | +9.7% | +66.1% | +48.2% |
| 3Y | +73.2% | +54.6% | +18.5% | +9.0% |
| 5Y | +230.1% | +26.8% | +203.4% | +127.0% |
| All | +65.2% | +84.4% | -19.2% | +1.1% |
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