+346.9%
RL vs BWA
+91.2%
+255.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.8% |
| 7D | -4.2% | -5.5% | +1.3% | -1.3% |
| 30D | +4.3% | -21.7% | +26.0% | +18.2% |
| 3M | -4.6% | -25.6% | +21.0% | +10.2% |
| 6M | +1.7% | -17.4% | +19.1% | +9.2% |
| YTD | +7.3% | +9.2% | -1.8% | -4.2% |
| 1Y | +20.8% | +9.7% | +11.1% | +7.3% |
| 3Y | +247.0% | +54.6% | +192.3% | +141.8% |
| 5Y | +225.5% | +26.8% | +198.7% | +147.9% |
| All | +346.9% | +91.2% | +255.7% | +171.8% |
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