+62.5%
T vs BWA
+94.2%
-31.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.5% | +4.3% | -1.7% | +1.7% |
| 30D | -3.8% | -13.0% | +9.2% | -1.2% |
| 3M | -8.7% | -24.8% | +16.1% | -3.8% |
| 6M | -8.1% | -23.5% | +15.4% | -4.1% |
| YTD | -6.4% | +13.8% | -20.3% | -11.6% |
| 1Y | -9.8% | +13.4% | -23.2% | -14.7% |
| 3Y | +65.5% | +62.8% | +2.7% | +40.2% |
| 5Y | +57.0% | +28.5% | +28.5% | +37.4% |
| All | +62.5% | +94.2% | -31.7% | +23.1% |
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