+346.5%
RF vs BWA
+151.8%
+194.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.6% |
| 7D | +1.3% | +5.7% | -4.3% | -1.7% |
| 30D | -3.6% | +1.4% | -5.0% | -4.7% |
| 3M | +8.1% | -12.1% | +20.2% | +14.5% |
| 6M | +11.5% | +28.6% | -17.1% | -6.3% |
| YTD | +15.6% | +51.1% | -35.5% | -14.3% |
| 1Y | +15.7% | +55.9% | -40.2% | -16.3% |
| 3Y | +86.9% | +70.1% | +16.8% | +23.0% |
| 5Y | +89.8% | +90.7% | -0.9% | +12.4% |
| All | +346.5% | +151.8% | +194.7% | +103.6% |
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