+567.0%
BWA vs EFV
+256.4%
+310.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.2% |
| 7D | +4.3% | +1.0% | +3.3% | +3.2% |
| 30D | -2.9% | +0.2% | -3.1% | -3.1% |
| 3M | -12.4% | +9.6% | -22.0% | -20.3% |
| 6M | +28.6% | +14.0% | +14.5% | +12.6% |
| YTD | +48.2% | +18.5% | +29.8% | +25.1% |
| 1Y | +50.9% | +27.9% | +23.0% | +17.9% |
| 3Y | +72.2% | +92.4% | -20.3% | -11.6% |
| 5Y | +91.1% | +97.2% | -6.1% | -2.7% |
| 10Y | +144.0% | +163.0% | -19.0% | -4.0% |
| All | +567.0% | +256.4% | +310.7% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling