+224.7%
RBA vs BWA
+101.5%
+123.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.0% | +1.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | +11.6% | -16.1% | +27.7% | +15.6% |
| 3M | +1.5% | -24.6% | +26.1% | +7.3% |
| 6M | -6.6% | -15.7% | +9.1% | -4.6% |
| YTD | -6.3% | +15.1% | -21.3% | -12.7% |
| 1Y | -4.0% | +15.9% | -19.8% | -10.8% |
| 3Y | +47.3% | +67.1% | -19.8% | +21.7% |
| 5Y | +47.7% | +34.7% | +12.9% | +26.1% |
| 10Y | +224.7% | +99.5% | +125.2% | +112.2% |
| All | +224.7% | +101.5% | +123.3% | +112.2% |
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