+1,744.2%
TER vs BWA
+142.9%
+1,601.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.4% |
| 7D | +11.0% | +4.3% | +6.7% | +8.1% |
| 30D | -1.9% | -2.9% | +1.0% | -0.2% |
| 3M | -0.7% | -12.4% | +11.8% | +8.2% |
| 6M | +36.4% | +28.6% | +7.8% | +20.3% |
| YTD | +92.4% | +48.2% | +44.2% | +54.0% |
| 1Y | +213.5% | +50.9% | +162.6% | +147.1% |
| 3Y | +277.2% | +72.2% | +205.1% | +168.2% |
| 5Y | +219.1% | +91.1% | +128.1% | +110.4% |
| 10Y | +1,744.2% | +144.0% | +1,600.2% | +913.6% |
| All | +1,744.2% | +142.9% | +1,601.3% | +913.6% |
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