-26.6%
U vs BWA
+59.3%
-85.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +2.8% | +7.3% | -4.5% | -0.7% |
| 30D | +7.6% | -15.8% | +23.4% | +16.6% |
| 3M | +12.7% | -25.7% | +38.4% | +29.1% |
| 6M | +87.0% | -19.6% | +106.6% | +102.5% |
| YTD | +13.6% | +14.1% | -0.5% | -8.5% |
| 1Y | +25.3% | +12.2% | +13.1% | +1.7% |
| 3Y | +85.8% | +63.8% | +21.9% | +13.1% |
| 5Y | -74.5% | +28.7% | -103.2% | -83.7% |
| All | -26.6% | +59.3% | -85.9% | -52.1% |
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