+21.6%
SYY vs BWA
+85.3%
-63.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | -2.7% | -5.6% | +2.8% | -1.5% |
| 3M | +5.9% | -10.7% | +16.6% | +8.4% |
| 6M | -2.3% | +23.2% | -25.5% | -8.8% |
| YTD | +13.1% | +46.0% | -32.9% | -0.6% |
| 1Y | +3.8% | +51.2% | -47.4% | -10.0% |
| 3Y | +26.7% | +69.6% | -42.8% | +4.2% |
| All | +21.6% | +85.3% | -63.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling