+149.3%
BWA vs EFV
+169.9%
-20.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.2% |
| 7D | -1.3% | -0.8% | -0.5% | -0.3% |
| 30D | -2.9% | +0.6% | -3.6% | -3.6% |
| 3M | -10.7% | +7.5% | -18.3% | -18.1% |
| 6M | +26.5% | +13.0% | +13.4% | +9.7% |
| YTD | +49.1% | +18.3% | +30.8% | +22.8% |
| 1Y | +52.1% | +26.7% | +25.3% | +15.6% |
| 3Y | +72.6% | +89.6% | -17.0% | -18.6% |
| 5Y | +89.4% | +98.2% | -8.8% | -14.1% |
| All | +149.3% | +169.9% | -20.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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