+1,006.2%
TER vs BWA
+95.2%
+911.0%
-59.1%
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% | +1.0% |
| 7D | -8.9% | -2.4% | -6.5% | -6.8% |
| 30D | -39.1% | -17.7% | -21.4% | -30.5% |
| 3M | -32.8% | -27.0% | -5.8% | -17.7% |
| 6M | -31.7% | -17.3% | -14.4% | -21.6% |
| YTD | +26.9% | +12.9% | +14.1% | +21.0% |
| 1Y | +33.6% | +12.9% | +20.7% | +27.2% |
| 3Y | +181.5% | +62.1% | +119.4% | +114.2% |
| 5Y | +76.1% | +30.7% | +45.4% | +46.6% |
| 10Y | +1,006.2% | +89.2% | +917.0% | +648.4% |
| All | +1,006.2% | +95.2% | +911.0% | +648.4% |
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