+991.6%
WDC vs BWA
+89.5%
+902.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +2.0% |
| 7D | +7.5% | +0.1% | +7.3% | +7.4% |
| 30D | +10.1% | -5.6% | +15.6% | +13.9% |
| 3M | -6.8% | -10.7% | +3.9% | 0.0% |
| 6M | +84.1% | +23.2% | +61.0% | +64.4% |
| YTD | +180.3% | +46.0% | +134.3% | +122.8% |
| 1Y | +411.1% | +51.2% | +359.9% | +296.3% |
| 3Y | +1,375.0% | +69.6% | +1,305.4% | +926.5% |
| 5Y | +991.6% | +86.6% | +905.0% | +583.2% |
| All | +991.6% | +89.5% | +902.1% | +583.2% |
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