+196.4%
SO vs BWA
+94.2%
+102.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.4% | +4.3% | -2.9% | +1.0% |
| 30D | +4.7% | -13.0% | +17.7% | +6.0% |
| 3M | +1.7% | -24.8% | +26.5% | +4.2% |
| 6M | +2.2% | -23.5% | +25.7% | +4.2% |
| YTD | +10.0% | +13.8% | -3.9% | +6.9% |
| 1Y | +6.0% | +13.4% | -7.4% | +3.1% |
| 3Y | +54.1% | +62.8% | -8.6% | +42.3% |
| 5Y | +79.6% | +28.5% | +51.2% | +68.0% |
| All | +196.4% | +94.2% | +102.2% | +151.8% |
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