+68.4%
T vs BWA
+142.7%
-74.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +4.6% | -5.6% | +10.1% | +5.6% |
| 3M | +12.2% | -10.7% | +22.9% | +14.4% |
| 6M | -6.5% | +23.2% | -29.6% | -11.6% |
| YTD | +4.9% | +46.0% | -41.1% | -5.2% |
| 1Y | -10.5% | +51.2% | -61.6% | -20.0% |
| 3Y | +104.6% | +69.6% | +35.0% | +74.4% |
| 5Y | +64.2% | +86.6% | -22.4% | +32.7% |
| 10Y | +68.4% | +152.3% | -83.9% | +22.3% |
| All | +68.4% | +142.7% | -74.3% | +22.3% |
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