-53.4%
TE vs BWA
+97.1%
-150.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.0% |
| 7D | +0.9% | -0.1% | +0.9% | +0.8% |
| 30D | -16.3% | -5.5% | -10.8% | -14.1% |
| 3M | -40.8% | -7.6% | -33.1% | -38.3% |
| 6M | -42.6% | +25.0% | -67.6% | -46.9% |
| YTD | -31.4% | +47.0% | -78.4% | -42.9% |
| 1Y | +144.9% | +54.0% | +90.9% | +97.9% |
| 3Y | -26.0% | +70.7% | -96.7% | -44.0% |
| 5Y | -48.5% | +86.7% | -135.2% | -62.7% |
| All | -53.4% | +97.1% | -150.5% | -66.9% |
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