+231.7%
RF vs BWA
+92.6%
+139.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -1.3% | +1.7% | -3.0% | -2.4% |
| 30D | +4.6% | -14.6% | +19.2% | +13.4% |
| 3M | -8.4% | -26.2% | +17.8% | +6.8% |
| 6M | +8.9% | -18.4% | +27.3% | +17.8% |
| YTD | +8.8% | +14.7% | -5.9% | -7.2% |
| 1Y | +18.9% | +13.3% | +5.6% | +1.9% |
| 3Y | +116.0% | +64.7% | +51.3% | +41.9% |
| 5Y | +46.0% | +32.2% | +13.9% | +5.8% |
| 10Y | +231.7% | +96.8% | +134.9% | +72.3% |
| All | +231.7% | +92.6% | +139.1% | +72.3% |
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