+44.0%
EAT vs BWA
+59.1%
-15.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.1% |
| 7D | 0.0% | +5.7% | -5.6% | -0.9% |
| 30D | +1.9% | +1.4% | +0.5% | +1.5% |
| 3M | +68.7% | -12.1% | +80.7% | +72.6% |
| 6M | +66.9% | +28.6% | +38.3% | +56.1% |
| YTD | +60.4% | +51.1% | +9.3% | +44.9% |
| 1Y | +44.0% | +55.9% | -11.9% | +27.1% |
| All | +44.0% | +59.1% | -15.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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