+476.5%
V vs BWA
+94.6%
+381.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.4% | +7.3% | -7.6% | -2.3% |
| 30D | +6.3% | -15.8% | +22.1% | +11.1% |
| 3M | +17.2% | -25.7% | +42.9% | +26.1% |
| 6M | +29.2% | -19.6% | +48.8% | +34.4% |
| YTD | +20.8% | +14.1% | +6.7% | +11.0% |
| 1Y | +25.0% | +12.2% | +12.9% | +15.4% |
| 3Y | +75.3% | +63.8% | +11.5% | +39.0% |
| 5Y | +105.8% | +28.7% | +77.1% | +71.4% |
| All | +476.5% | +94.6% | +381.9% | +281.1% |
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