+322.7%
EAT vs BWA
+88.6%
+234.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.5% |
| 7D | -4.9% | +4.3% | -9.2% | -6.8% |
| 30D | -1.2% | -2.9% | +1.7% | -0.1% |
| 3M | +52.2% | -12.4% | +64.7% | +60.7% |
| 6M | +65.0% | +28.6% | +36.5% | +42.4% |
| YTD | +55.0% | +48.2% | +6.8% | +21.5% |
| 1Y | +42.1% | +50.9% | -8.9% | +9.3% |
| 3Y | +614.7% | +72.2% | +542.6% | +391.0% |
| 5Y | +322.7% | +91.1% | +231.7% | +149.7% |
| All | +322.7% | +88.6% | +234.1% | +149.7% |
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