+100.9%
BWA vs ESTC
+23.7%
+77.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | +0.1% | -3.3% | +3.5% | +0.5% |
| 30D | -5.6% | +13.4% | -19.0% | -7.9% |
| 3M | -10.7% | +41.3% | -52.0% | -16.0% |
| 6M | +23.2% | +62.6% | -39.4% | +12.5% |
| YTD | +46.0% | +14.8% | +31.2% | +40.1% |
| 1Y | +51.2% | -5.1% | +56.2% | +49.0% |
| 3Y | +69.6% | +11.2% | +58.4% | +54.1% |
| 5Y | +86.6% | -47.0% | +133.6% | +81.4% |
| All | +100.9% | +23.7% | +77.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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