-37.8%
U vs BWA
+103.9%
-141.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | +4.4% | +0.1% | +4.2% | +4.2% |
| 30D | -1.3% | -5.6% | +4.3% | +1.2% |
| 3M | +49.6% | -10.7% | +60.3% | +56.9% |
| 6M | +100.2% | +23.2% | +77.0% | +74.0% |
| YTD | -3.7% | +46.0% | -49.7% | -30.8% |
| 1Y | -6.5% | +51.2% | -57.7% | -35.1% |
| 3Y | +12.9% | +69.6% | -56.7% | -29.7% |
| 5Y | -68.3% | +86.6% | -154.9% | -82.1% |
| All | -37.8% | +103.9% | -141.6% | -63.8% |
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