+110.8%
EAT vs BWA
+17.4%
+93.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.7% |
| 7D | -0.1% | -9.9% | +9.8% | +1.7% |
| 30D | +13.5% | -16.4% | +29.9% | +17.0% |
| 3M | +1.0% | -19.8% | +20.8% | +4.6% |
| 6M | +57.3% | -10.0% | +67.2% | +56.2% |
| YTD | +53.6% | +12.7% | +40.8% | +42.9% |
| 1Y | +110.8% | +15.7% | +95.1% | +96.6% |
| All | +110.8% | +17.4% | +93.4% | +96.6% |
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