+162.2%
W vs BWA
+142.7%
+19.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | -3.0% | -5.6% | +2.5% | +0.2% |
| 3M | +40.3% | -10.7% | +51.0% | +48.8% |
| 6M | +32.2% | +23.2% | +9.1% | +11.1% |
| YTD | -0.3% | +46.0% | -46.3% | -29.0% |
| 1Y | +16.2% | +51.2% | -35.0% | -19.7% |
| 3Y | +40.7% | +69.6% | -28.8% | -8.6% |
| 5Y | -62.3% | +86.6% | -148.9% | -77.0% |
| 10Y | +162.2% | +152.3% | +9.9% | +11.8% |
| All | +162.2% | +142.7% | +19.5% | +11.8% |
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