+111.5%
SYY vs BWA
+153.1%
-41.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -2.3% | -5.5% | +3.2% | -0.5% |
| 3M | +5.5% | -7.6% | +13.1% | +7.8% |
| 6M | -1.0% | +25.0% | -25.9% | -10.8% |
| YTD | +14.1% | +47.0% | -32.8% | -5.3% |
| 1Y | +5.6% | +54.0% | -48.4% | -14.4% |
| 3Y | +27.9% | +70.7% | -42.8% | -4.2% |
| 5Y | +22.7% | +86.7% | -64.0% | -15.4% |
| All | +111.5% | +153.1% | -41.5% | +12.9% |
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