+11.4%
WBD vs BWA
+156.8%
-145.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.1% |
| 30D | +1.4% | -2.9% | +4.3% | +2.5% |
| 3M | +4.4% | -10.7% | +15.1% | +9.3% |
| 6M | +0.8% | +26.5% | -25.6% | -12.5% |
| YTD | -2.7% | +49.1% | -51.8% | -24.5% |
| 1Y | +73.4% | +52.1% | +21.4% | +32.2% |
| 3Y | +142.1% | +72.6% | +69.6% | +68.6% |
| 5Y | +7.2% | +89.4% | -82.2% | -29.5% |
| All | +11.4% | +156.8% | -145.4% | -39.6% |
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