+342.7%
RMD vs BWA
+92.6%
+250.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -0.8% | +1.7% | -2.5% | -1.2% |
| 30D | +1.7% | -14.6% | +16.3% | +4.8% |
| 3M | +6.4% | -26.2% | +32.6% | +12.7% |
| 6M | +20.7% | -18.4% | +39.1% | +24.2% |
| YTD | -0.2% | +14.7% | -14.8% | -6.4% |
| 1Y | -4.5% | +13.3% | -17.8% | -10.3% |
| 3Y | +70.5% | +64.7% | +5.8% | +44.2% |
| 5Y | -1.6% | +32.2% | -33.8% | -14.8% |
| 10Y | +342.7% | +96.8% | +245.9% | +242.2% |
| All | +342.7% | +92.6% | +250.1% | +242.2% |
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