+372.3%
EAT vs BWA
+153.1%
+219.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.7% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -3.0% | -5.5% | +2.5% | -0.1% |
| 3M | +45.6% | -7.6% | +53.3% | +50.8% |
| 6M | +53.5% | +25.0% | +28.6% | +30.3% |
| YTD | +49.6% | +47.0% | +2.6% | +11.9% |
| 1Y | +38.9% | +54.0% | -15.1% | -0.2% |
| 3Y | +589.7% | +70.7% | +519.0% | +338.7% |
| 5Y | +318.7% | +86.7% | +232.0% | +142.8% |
| All | +372.3% | +153.1% | +219.2% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling