+12.7%
BWA vs ESTC
-8.0%
+20.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.7% | -2.6% | +4.3% | +1.6% |
| 30D | -14.6% | -8.6% | -6.0% | -14.9% |
| 3M | -26.2% | +14.4% | -40.6% | -25.1% |
| 6M | -18.4% | +73.3% | -91.7% | -14.4% |
| YTD | +14.7% | +15.7% | -1.1% | +19.9% |
| All | +12.7% | -8.0% | +20.7% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling