+347.6%
EAT vs BWA
+32.7%
+314.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | -5.9% | -2.4% | -3.5% | -5.1% |
| 30D | +0.7% | -17.7% | +18.4% | +9.5% |
| 3M | -14.2% | -27.0% | +12.8% | -2.1% |
| 6M | +40.7% | -17.3% | +58.0% | +48.8% |
| YTD | +36.0% | +12.9% | +23.1% | +19.4% |
| 1Y | +83.1% | +12.9% | +70.1% | +60.1% |
| 3Y | +474.8% | +62.1% | +412.7% | +284.8% |
| 5Y | +347.6% | +30.7% | +316.9% | +221.8% |
| All | +347.6% | +32.7% | +314.9% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling