+306.8%
SPGI vs BWA
+146.4%
+160.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | -2.5% | +4.3% | -6.8% | -3.4% |
| 30D | +5.4% | -2.9% | +8.3% | +5.9% |
| 3M | +9.0% | -12.4% | +21.5% | +11.8% |
| 6M | +0.8% | +28.6% | -27.8% | -7.0% |
| YTD | -12.6% | +48.2% | -60.8% | -23.7% |
| 1Y | -16.1% | +50.9% | -67.1% | -27.4% |
| 3Y | +19.0% | +72.2% | -53.2% | -3.3% |
| 5Y | +5.1% | +91.1% | -86.0% | -19.6% |
| All | +306.8% | +146.4% | +160.4% | +165.3% |
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