+72.2%
BWA vs ESTC
+11.7%
+60.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.7% |
| 7D | +4.3% | -4.3% | +8.6% | +4.5% |
| 30D | -2.9% | +17.7% | -20.6% | -4.3% |
| 3M | -12.4% | +42.3% | -54.7% | -15.0% |
| 6M | +28.6% | +64.6% | -36.0% | +22.9% |
| YTD | +48.2% | +17.2% | +31.0% | +46.4% |
| 1Y | +50.9% | -4.2% | +55.1% | +52.2% |
| 3Y | +72.2% | +13.5% | +58.6% | +62.5% |
| All | +72.2% | +11.7% | +60.4% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling