+194.9%
SO vs BWA
+95.2%
+99.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | +8.7% | -17.7% | +26.4% | +10.5% |
| 3M | +3.4% | -27.0% | +30.4% | +6.2% |
| 6M | +3.7% | -17.3% | +21.0% | +4.9% |
| YTD | +10.0% | +12.9% | -2.8% | +7.1% |
| 1Y | +6.6% | +12.9% | -6.3% | +3.7% |
| 3Y | +52.5% | +62.1% | -9.6% | +40.8% |
| 5Y | +76.1% | +30.7% | +45.3% | +64.2% |
| 10Y | +194.9% | +89.2% | +105.7% | +146.6% |
| All | +194.9% | +95.2% | +99.7% | +146.6% |
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