+213.6%
RF vs BWA
+94.2%
+119.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | +4.3% | -2.3% | -0.4% |
| 30D | +7.3% | -13.0% | +20.3% | +15.2% |
| 3M | -7.9% | -24.8% | +16.9% | +6.3% |
| 6M | +10.5% | -23.5% | +34.0% | +24.2% |
| YTD | +9.6% | +13.8% | -4.2% | -6.1% |
| 1Y | +20.3% | +13.4% | +6.9% | +3.0% |
| 3Y | +119.5% | +62.8% | +56.8% | +45.2% |
| 5Y | +48.2% | +28.5% | +19.7% | +9.3% |
| All | +213.6% | +94.2% | +119.4% | +59.9% |
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