+77.8%
ECL vs BWA
+51.7%
+26.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.1% |
| 7D | -0.8% | -5.5% | +4.7% | 0.0% |
| 30D | +8.1% | -21.7% | +29.8% | +12.1% |
| 3M | +6.4% | -25.6% | +32.0% | +10.9% |
| 6M | +14.8% | -17.4% | +32.2% | +16.8% |
| YTD | +15.5% | +9.2% | +6.3% | +10.8% |
| 1Y | +20.1% | +9.7% | +10.4% | +15.0% |
| 3Y | +77.8% | +54.6% | +23.1% | +58.0% |
| All | +77.8% | +51.7% | +26.0% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling