+310.1%
RL vs BWA
+142.9%
+167.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | +1.9% | +4.3% | -2.4% | -0.4% |
| 30D | -12.2% | -2.9% | -9.3% | -11.1% |
| 3M | -6.6% | -12.4% | +5.8% | -0.7% |
| 6M | +3.2% | +28.6% | -25.4% | -11.9% |
| YTD | -1.3% | +48.2% | -49.5% | -24.3% |
| 1Y | +13.6% | +50.9% | -37.3% | -14.2% |
| 3Y | +210.9% | +72.2% | +138.7% | +108.3% |
| 5Y | +246.9% | +91.1% | +155.8% | +113.4% |
| 10Y | +310.1% | +144.0% | +166.1% | +115.3% |
| All | +310.1% | +142.9% | +167.2% | +115.3% |
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