+599.5%
XYZ vs BWA
+84.4%
+515.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.4% |
| 7D | +12.1% | -5.5% | +17.6% | +15.1% |
| 30D | +12.4% | -21.7% | +34.1% | +26.6% |
| 3M | +8.2% | -25.6% | +33.8% | +24.2% |
| 6M | +20.7% | -17.4% | +38.1% | +29.1% |
| YTD | +31.3% | +9.2% | +22.1% | +15.3% |
| 1Y | +20.5% | +9.7% | +10.8% | +5.1% |
| 3Y | +72.6% | +54.6% | +18.0% | +20.8% |
| 5Y | -64.0% | +26.8% | -90.7% | -72.5% |
| All | +599.5% | +84.4% | +515.1% | +289.1% |
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