+215.0%
RNG vs BWA
+156.8%
+58.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.6% |
| 7D | -6.1% | -1.3% | -4.8% | -5.7% |
| 30D | +9.6% | -2.9% | +12.5% | +10.3% |
| 3M | +83.3% | -10.7% | +94.0% | +88.2% |
| 6M | +77.9% | +26.5% | +51.5% | +60.9% |
| YTD | +139.9% | +49.1% | +90.8% | +99.4% |
| 1Y | +121.7% | +52.1% | +69.6% | +82.4% |
| 3Y | +121.9% | +72.6% | +49.3% | +70.6% |
| 5Y | -68.4% | +89.4% | -157.8% | -76.5% |
| All | +215.0% | +156.8% | +58.2% | +97.4% |
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