-54.3%
S vs BWA
+65.7%
-120.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -12.6% | -5.6% | -7.0% | -11.0% |
| 3M | +27.6% | -10.7% | +38.3% | +31.8% |
| 6M | +35.5% | +23.2% | +12.3% | +22.0% |
| YTD | +29.6% | +46.0% | -16.4% | +5.4% |
| 1Y | +8.1% | +51.2% | -43.0% | -13.7% |
| 3Y | +14.8% | +69.6% | -54.8% | -16.3% |
| 5Y | -70.6% | +86.6% | -157.1% | -81.4% |
| All | -54.3% | +65.7% | -120.0% | -71.6% |
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