+7.8%
WBD vs BWA
+86.5%
-78.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.7% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.2% | -5.5% | +9.7% | +6.8% |
| 3M | +7.5% | -7.6% | +15.1% | +10.9% |
| 6M | +1.6% | +25.0% | -23.4% | -12.7% |
| YTD | -2.2% | +47.0% | -49.1% | -26.7% |
| 1Y | +124.9% | +54.0% | +70.9% | +62.4% |
| 3Y | +149.1% | +70.7% | +78.4% | +60.8% |
| 5Y | +7.8% | +86.7% | -78.8% | -36.8% |
| All | +7.8% | +86.5% | -78.7% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling