+40.3%
RUN vs BWA
+156.8%
-116.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.8% |
| 7D | -3.7% | -1.3% | -2.4% | -2.9% |
| 30D | -13.0% | -2.9% | -10.1% | -11.5% |
| 3M | -31.8% | -10.7% | -21.1% | -27.1% |
| 6M | -32.2% | +26.5% | -58.7% | -42.6% |
| YTD | -53.5% | +49.1% | -102.6% | -66.5% |
| 1Y | -46.5% | +52.1% | -98.6% | -62.3% |
| 3Y | -37.6% | +72.6% | -110.2% | -59.7% |
| 5Y | -80.9% | +89.4% | -170.3% | -88.4% |
| All | +40.3% | +156.8% | -116.4% | -38.9% |
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