+222.9%
SAP vs BWA
+101.5%
+121.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +0.4% |
| 7D | +1.6% | -0.6% | +2.2% | +1.6% |
| 30D | +10.5% | -16.1% | +26.6% | +15.1% |
| 3M | +15.2% | -24.6% | +39.8% | +22.7% |
| 6M | +36.7% | -15.7% | +52.4% | +39.7% |
| YTD | -0.6% | +15.1% | -15.6% | -9.1% |
| 1Y | -4.1% | +15.9% | -20.0% | -12.7% |
| 3Y | +73.2% | +67.1% | +6.2% | +36.8% |
| 5Y | +74.1% | +34.7% | +39.4% | +42.7% |
| 10Y | +222.9% | +99.5% | +123.4% | +121.3% |
| All | +222.9% | +101.5% | +121.5% | +121.3% |
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