+91.1%
BWA vs ESTC
-47.2%
+138.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.5% |
| 7D | +4.3% | -4.3% | +8.6% | +4.7% |
| 30D | -2.9% | +17.7% | -20.6% | -5.2% |
| 3M | -12.4% | +42.3% | -54.7% | -16.7% |
| 6M | +28.6% | +64.6% | -36.0% | +19.2% |
| YTD | +48.2% | +17.2% | +31.0% | +43.3% |
| 1Y | +50.9% | -4.2% | +55.1% | +49.8% |
| 3Y | +72.2% | +13.5% | +58.6% | +58.6% |
| 5Y | +91.1% | -45.5% | +136.6% | +65.2% |
| All | +91.1% | -47.2% | +138.3% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling