+107.9%
BWA vs ESTC
+31.2%
+76.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.2% | +3.4% |
| 7D | +5.7% | -8.1% | +13.8% | +6.8% |
| 30D | +1.4% | +31.7% | -30.3% | -3.2% |
| 3M | -12.1% | +41.1% | -53.1% | -17.2% |
| 6M | +28.6% | +77.1% | -48.5% | +16.0% |
| YTD | +51.1% | +21.7% | +29.4% | +43.8% |
| 1Y | +55.9% | +8.4% | +47.5% | +50.4% |
| 3Y | +70.1% | +23.6% | +46.5% | +51.9% |
| 5Y | +90.7% | -46.5% | +137.2% | +85.6% |
| All | +107.9% | +31.2% | +76.8% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling