+189.3%
TECH vs BWA
+94.2%
+95.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.1% | +4.3% | -4.1% | -1.1% |
| 30D | +0.5% | -13.0% | +13.5% | +4.4% |
| 3M | +1.1% | -24.8% | +25.9% | +9.0% |
| 6M | +62.8% | -23.5% | +86.3% | +73.8% |
| YTD | +24.5% | +13.8% | +10.6% | +15.0% |
| 1Y | +20.6% | +13.4% | +7.2% | +11.5% |
| 3Y | +29.5% | +62.8% | -33.3% | +6.0% |
| 5Y | -40.9% | +28.5% | -69.4% | -49.9% |
| All | +189.3% | +94.2% | +95.1% | +116.5% |
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