+196.7%
TECH vs BWA
+101.5%
+95.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -1.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +0.5% | -16.1% | +16.6% | +5.4% |
| 3M | +0.9% | -24.6% | +25.5% | +8.7% |
| 6M | +51.0% | -15.7% | +66.7% | +56.4% |
| YTD | +24.4% | +15.1% | +9.3% | +14.6% |
| 1Y | +27.6% | +15.9% | +11.7% | +17.2% |
| 3Y | +29.9% | +67.1% | -37.2% | +5.6% |
| 5Y | -40.6% | +34.7% | -75.4% | -50.3% |
| 10Y | +196.7% | +99.5% | +97.2% | +124.3% |
| All | +196.7% | +101.5% | +95.3% | +124.3% |
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