+177.6%
TECH vs BWA
+142.9%
+34.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | +0.2% | +4.3% | -4.1% | -1.1% |
| 30D | +0.1% | -2.9% | +3.0% | +0.8% |
| 3M | +37.5% | -12.4% | +49.9% | +42.3% |
| 6M | +34.6% | +28.6% | +6.0% | +22.9% |
| YTD | +23.5% | +48.2% | -24.7% | +6.3% |
| 1Y | +34.4% | +50.9% | -16.5% | +15.0% |
| 3Y | +2.3% | +72.2% | -69.9% | -17.8% |
| 5Y | -41.7% | +91.1% | -132.8% | -55.5% |
| 10Y | +177.6% | +144.0% | +33.6% | +88.4% |
| All | +177.6% | +142.9% | +34.7% | +88.4% |
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