+155.6%
ECL vs BWA
+142.7%
+12.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -2.7% | +0.1% | -2.9% | -2.8% |
| 30D | -4.3% | -5.6% | +1.3% | -2.9% |
| 3M | +3.2% | -10.7% | +13.9% | +6.2% |
| 6M | -2.9% | +23.2% | -26.1% | -10.0% |
| YTD | +4.3% | +46.0% | -41.7% | -9.4% |
| 1Y | +1.6% | +51.2% | -49.5% | -12.9% |
| 3Y | +54.3% | +69.6% | -15.3% | +23.9% |
| 5Y | +26.5% | +86.6% | -60.1% | -4.6% |
| 10Y | +155.6% | +152.3% | +3.3% | +59.2% |
| All | +155.6% | +142.7% | +12.9% | +59.2% |
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