+58.8%
T vs BWA
+95.2%
-36.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +1.0% |
| 7D | +2.6% | -2.4% | +5.0% | +3.0% |
| 30D | -1.1% | -17.7% | +16.6% | +2.6% |
| 3M | -7.7% | -27.0% | +19.2% | -2.2% |
| 6M | -10.6% | -17.3% | +6.7% | -8.4% |
| YTD | -7.5% | +12.9% | -20.3% | -12.4% |
| 1Y | -7.4% | +12.9% | -20.3% | -12.5% |
| 3Y | +63.1% | +62.1% | +1.0% | +38.3% |
| 5Y | +55.2% | +30.7% | +24.5% | +35.1% |
| 10Y | +58.8% | +89.2% | -30.4% | +19.2% |
| All | +58.8% | +95.2% | -36.4% | +19.2% |
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