+2,300.8%
SYY vs BWA
+3,492.4%
-1,191.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.0% | -2.0% |
| 7D | -2.3% | +5.7% | -8.0% | -3.7% |
| 30D | -4.9% | +1.4% | -6.3% | -5.5% |
| 3M | +8.4% | -12.1% | +20.5% | +11.2% |
| 6M | -7.4% | +28.6% | -35.9% | -14.0% |
| YTD | +11.0% | +51.1% | -40.1% | -2.0% |
| 1Y | -0.2% | +55.9% | -56.1% | -12.8% |
| 3Y | +23.8% | +70.1% | -46.4% | +3.5% |
| 5Y | +18.1% | +90.7% | -72.6% | -5.6% |
| 10Y | +94.6% | +154.0% | -59.4% | +41.1% |
| All | +2,300.8% | +3,492.4% | -1,191.5% | +911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling