+176.2%
SAP vs BWA
+142.9%
+33.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -0.3% | +4.3% | -4.5% | -1.3% |
| 30D | +2.6% | -2.9% | +5.5% | +3.2% |
| 3M | +16.3% | -12.4% | +28.7% | +19.6% |
| 6M | +6.4% | +28.6% | -22.2% | -2.5% |
| YTD | -11.4% | +48.2% | -59.6% | -23.6% |
| 1Y | -20.4% | +50.9% | -71.3% | -31.9% |
| 3Y | +56.5% | +72.2% | -15.6% | +24.9% |
| 5Y | +56.8% | +91.1% | -34.3% | +17.3% |
| 10Y | +176.2% | +144.0% | +32.2% | +79.0% |
| All | +176.2% | +142.9% | +33.3% | +79.0% |
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