+474.8%
EAT vs BWA
+64.1%
+410.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.6% |
| 7D | -5.9% | -2.4% | -3.5% | -5.4% |
| 30D | +0.7% | -17.7% | +18.4% | +5.9% |
| 3M | -14.2% | -27.0% | +12.8% | -7.0% |
| 6M | +40.7% | -17.3% | +58.0% | +45.5% |
| YTD | +36.0% | +12.9% | +23.1% | +25.2% |
| 1Y | +83.1% | +12.9% | +70.1% | +68.1% |
| 3Y | +474.8% | +62.1% | +412.7% | +334.4% |
| All | +474.8% | +64.1% | +410.7% | +334.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling