+73.3%
RUN vs BWA
+94.2%
-20.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -13.5% | +4.3% | -17.8% | -15.9% |
| 30D | +18.3% | -13.0% | +31.3% | +28.6% |
| 3M | -12.5% | -24.8% | +12.3% | +4.6% |
| 6M | -40.3% | -23.5% | -16.8% | -29.8% |
| YTD | -53.1% | +13.8% | -66.9% | -59.9% |
| 1Y | -54.3% | +13.4% | -67.7% | -60.9% |
| 3Y | -6.5% | +62.8% | -69.3% | -36.9% |
| 5Y | -85.3% | +28.5% | -113.8% | -88.7% |
| All | +73.3% | +94.2% | -20.9% | -11.2% |
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