+20.3%
SM vs BWA
+142.7%
-122.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.5% |
| 30D | +20.3% | -5.6% | +25.8% | +24.6% |
| 3M | +22.9% | -10.7% | +33.6% | +30.5% |
| 6M | +47.8% | +23.2% | +24.7% | +16.9% |
| YTD | +107.5% | +46.0% | +61.5% | +35.8% |
| 1Y | +51.7% | +51.2% | +0.6% | -5.2% |
| 3Y | -0.9% | +69.6% | -70.4% | -48.0% |
| 5Y | +112.2% | +86.6% | +25.7% | -7.2% |
| 10Y | +20.3% | +152.3% | -132.0% | -57.2% |
| All | +20.3% | +142.7% | -122.4% | -57.2% |
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