+29.4%
BWA vs ESTC
-50.1%
+79.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.7% | -2.6% | +4.3% | +2.1% |
| 30D | -14.6% | -8.6% | -6.0% | -13.7% |
| 3M | -26.2% | +14.4% | -40.6% | -27.9% |
| 6M | -18.4% | +73.3% | -91.7% | -24.8% |
| YTD | +14.7% | +15.7% | -1.1% | +10.9% |
| 1Y | +13.3% | -7.6% | +20.9% | +13.1% |
| 3Y | +64.7% | +14.6% | +50.1% | +51.1% |
| All | +29.4% | -50.1% | +79.5% | +9.1% |
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