+197.7%
ECL vs BWA
+101.5%
+96.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +0.5% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +8.8% | -16.1% | +24.9% | +14.2% |
| 3M | +7.8% | -24.6% | +32.5% | +16.3% |
| 6M | +21.3% | -15.7% | +37.0% | +25.4% |
| YTD | +17.8% | +15.1% | +2.7% | +9.1% |
| 1Y | +21.1% | +15.9% | +5.2% | +11.7% |
| 3Y | +80.1% | +67.1% | +13.0% | +43.4% |
| 5Y | +40.5% | +34.7% | +5.7% | +16.6% |
| 10Y | +197.7% | +99.5% | +98.2% | +97.9% |
| All | +197.7% | +101.5% | +96.3% | +97.9% |
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