+235.4%
SAP vs BWA
+94.6%
+140.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.9% | +7.3% | -11.2% | -5.6% |
| 30D | +6.5% | -15.8% | +22.3% | +10.8% |
| 3M | +14.7% | -25.7% | +40.4% | +22.6% |
| 6M | +39.9% | -19.6% | +59.5% | +44.9% |
| YTD | -2.0% | +14.1% | -16.0% | -10.3% |
| 1Y | -6.0% | +12.2% | -18.2% | -13.6% |
| 3Y | +67.7% | +63.8% | +3.8% | +33.1% |
| 5Y | +78.8% | +28.7% | +50.1% | +48.5% |
| All | +235.4% | +94.6% | +140.7% | +131.8% |
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