+2,529.8%
EAT vs BWA
+2,583.4%
-53.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | -5.9% | -2.4% | -3.5% | -5.2% |
| 30D | +0.7% | -17.7% | +18.4% | +8.8% |
| 3M | -14.2% | -27.0% | +12.8% | -3.1% |
| 6M | +40.7% | -17.3% | +58.0% | +49.0% |
| YTD | +36.0% | +12.9% | +23.1% | +24.1% |
| 1Y | +83.1% | +12.9% | +70.1% | +66.7% |
| 3Y | +474.8% | +62.1% | +412.7% | +335.9% |
| 5Y | +347.6% | +30.7% | +316.9% | +270.1% |
| 10Y | +321.5% | +89.2% | +232.4% | +195.6% |
| All | +2,529.8% | +2,583.4% | -53.5% | +611.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling