+217.0%
W vs BWA
+95.2%
+121.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.5% |
| 7D | +1.1% | -2.4% | +3.5% | +2.6% |
| 30D | +6.4% | -17.7% | +24.1% | +20.3% |
| 3M | +9.0% | -27.0% | +36.0% | +31.6% |
| 6M | +69.8% | -17.3% | +87.1% | +84.7% |
| YTD | +12.1% | +12.9% | -0.8% | -7.0% |
| 1Y | 0.0% | +12.9% | -12.9% | -17.2% |
| 3Y | +160.3% | +62.1% | +98.2% | +74.1% |
| 5Y | -53.3% | +30.7% | -84.0% | -65.0% |
| 10Y | +217.0% | +89.2% | +127.8% | +64.6% |
| All | +217.0% | +95.2% | +121.7% | +64.6% |
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